Random erroneous updates for GOOG.O and others

cory.schmidt.1

We have noticed that we receive erroneous updates randomly during the course of a trading day. For example, with 5-minute GOOG.O we received the following update:

It's almost 4 points below the previous trade. Here's what it looks like in our chart:

Here's the relevant code to create the log file I referenced above:

// Create the platform session.
using ISession session = Sessions.GetSession();

// Open the session
session.Open();

HistoricalPricing.Sessions[] sessionArray = new HistoricalPricing.Sessions[]
{
    HistoricalPricing.Sessions.normal, 
};

// Create a Historical Pricing stream - specifying the desired 'intraday' interval
string symbol = "GOOG.O";
var stream = Summaries.Definition(symbol)
                      .Interval(Summaries.Interval.PT5M)
                      .Fields("DATE_TIME", "OPEN_PRC", "HIGH_1", "LOW_1", "TRDPRC_1", "ACVOL_UNS")
                      .Sessions(sessionArray)
                      .Count(1250)
                      .GetStream();

// Open a file for output
StreamWriter outputStream = new StreamWriter($"C:\\Users\\coryschmidt\\{symbol}Stream.txt");

stream.OnInsert((data, st) =>
    {
        outputStream.WriteLine($"INSERT: {DateTime.Now}");
        Common.OutputTableToStream(data.Table, outputStream);
    })
    .OnUpdate((data, st) =>
    {
        outputStream.WriteLine($"UPDATE: {DateTime.Now}");
        Common.OutputTableToStream(data.Table, outputStream);
    })
    .OnStatus((status, st) => outputStream.WriteLine($"STATUS: {status}"))
    .OnError((error, st) => outputStream.WriteLine($"ERROR: {error}"))
    .Open();

If I re-request the historical data the erroneous Low disappears.

cristian.baciuwahl

Hello
@cory.schmidt.1

I have provided a new package version (1.0.9) with enhanced tracing for the summary stream flow.
I've sent you the details and link over email, as usual.

Could you please turn on trace logs and when you detect this again, send us the logs ?

This will help in our ongoing investigation.

Thank you,

Cristian