Corrupt data with LIVE trading for the first few seconds from starting up
Closed this issue · 3 comments
nelfata commented
I am experiencing some corrupt data upon starting up the script and printing data from next()
.
The data I have seen is the value in:
self.datetime.date()
self.getposition(d).size
DATE TIME SYMBOL SIZE time.time()
06-10 00:00:00 TVIX: CHECK 121.96 0.00 0.00 1591899222.070981
06-10 00:00:00 TVIX: CHECK 121.96 0.00 0.00 1591899222.0719814
06-11 00:00:00 TVIX: CHECK 171.85 0.00 0.00 1591899222.2689812
06-11 14:13:36 TVIX: CHECK 170.90 0.00 0.00 1591899222.5389812
06-11 14:13:37 TVIX: CHECK 170.90 0.00 0.00 1591899222.809981
06-11 14:13:38 TVIX: CHECK 171.12 0.00 0.00 1591899223.090981
For the live data feed, the first two rows have the DATA/TIME incorrect as well as the position size. The third row shows the time incorrect.
The data starts becoming valid on the 4th row.
shlomiku commented
you should check that your data is live
something like this:
def notify_data(self, data, status, *args, **kwargs):
super().notify_data(data, status, *args, **kwargs)
print('*' * 5, 'DATA NOTIF:', data._getstatusname(status), *args)
nelfata commented
OK, I will try it. Thank you.
shlomiku commented
closing due to lack of activity