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duplicate bars
savage33
 Post subject: duplicate bars Post rating: 0   New post Posted: Mon 24 Jul, 2017, 03:28 
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Joined: Mon 24 Jul, 2017, 03:18
Posts: 1
Location: China,
I subscribed 10 seconds bar for eurusd. I received bars for the same period several times but with different open/high/low/close values. Not sure which one is correct. It happened pretty frequently. The following are some examples. All the timestamps are epoch and GMT

1500846780000 2017-07-23T21:53 1.16661 1.16661 1.16661 1.16661
1500846780000 2017-07-23T21:53 1.16661 1.16703 1.16661 1.16676


1500846840000 2017-07-23T21:54 1.16674 1.16674 1.16674 1.16674
1500846840000 2017-07-23T21:54 1.16674 1.16675 1.16674 1.16675

1500846600000 2017-07-23T21:50 1.16664 1.16664 1.16664 1.16664
1500846600000 2017-07-23T21:50 1.16664 1.16703 1.1666 1.16675
1500846600000 2017-07-23T21:50 1.16664 1.16703 1.16655 1.16664
1500846600000 2017-07-23T21:50 1.16664 1.16664 1.16661 1.16662
 
API Support
 Post subject: Re: duplicate bars Post rating: 0   New post Posted: Mon 24 Jul, 2017, 08:03 
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Posts: 6139
The problem might be that the onBar method receives candles from several instruments.
To receive candles from single instrument please use this code:
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
        if(!period.equals(Period.TEN_SECS) || !Instrument.EURCHF.equals(instrument) ) {
            return;
        }
    }
 
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