Derivatives market quotes in MT5 - page 5

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BCS 
6       2021.11.17      14:38:04.429    33972   33964   33962   1        TICK_FLAG_ASK (4)
7       2021.11.17      14:38:05.205    33972   33966   33962   1        TICK_FLAG_BID (2)
8       2021.11.17      14:38:05.690    33974   33966   33962   1        TICK_FLAG_ASK (4)


Opening

6       2021.11.17      14:38:04.429    33972   33964   33962   1        TICK_FLAG_ASK (4)
7       2021.11.17      14:38:05.209    33972   33966   33962   1        TICK_FLAG_BID (2)
8       2021.11.17      14:38:05.690    33974   33966   33962   1        TICK_FLAG_ASK (4)


There's a difference even in time. Brokers' server builds?

 
fxsaber #:

The bid/ask flags are generated by MT5 itself, comparing the current and previous ticks.

What have you got?

 
fxsaber #:
BKS


Opening


There's a difference even in timing. Brokers' server builds?

Here it is.

Otkryvashka has 2981, BCS has 3091.

 

Let's say the time is mixed up (which is doubtful, but possible), but there' s an obvious omission

I'm going to write to Discover and ask them to install build 3091 for the sake of the experiment.

 
prostotrader #:

Here it is.

It doesn't seem to be a mutual tick skip at both brokers, but the same tick recorded in DB ticks with different times.

 
prostotrader #:

Let's assume that the time is mixed up (which is doubtful, but possible), but there 's a clear omission

100%, saw that right away. Just still have the same ticks with different times in the database.

Anyway, need to ask MQ. But I doubt they will answer.

 
fxsaber #:

100%, I saw that right away. Just still have the same ticks with different times in the database.

Anyway, have to ask MQ. But I doubt they'll answer.

Sad all this....

 
fxsaber #:

It does not seem to be a mutual tick skip at both brokers, but the same tick recorded in the tick database with different times.

The timing is very different, so hardly a technical lag.

26      2021.11.17      14:38:12.295    33964   33958   33963   1        TICK_FLAG_ASK (4)
27      2021.11.17      14:38:12.453    33965   33958   33963   1        TICK_FLAG_ASK (4)
28      2021.11.17      14:38:12.660    33965   33958   33965   1        TICK_FLAG_LAST, TICK_FLAG_BUY, TICK_FLAG_VOLUME (312)
26      2021.11.17      14:38:12.295    33964   33958   33963   1        TICK_FLAG_ASK (4)
27      2021.11.17      14:38:12.367    33965   33958   33963   1        TICK_FLAG_ASK (4)
28      2021.11.17      14:38:12.660    33965   33958   33965   1        TICK_FLAG_LAST, TICK_FLAG_BUY, TICK_FLAG_VOLUME (312)
 
fxsaber #:

bid/ask flags are generated by MT5 itself by comparing the current and previous ticks.

Seems to have lied.

86      2021.11.17      14:39:02.539    33959   33949   33958   1        TICK_FLAG_ASK (4)
87      2021.11.17      14:39:02.539    33959   33949   33958   1        TICK_FLAG_LAST, TICK_FLAG_BUY, TICK_FLAG_VOLUME (312)
88      2021.11.17      14:39:03.724    33961   33949   33958   1        TICK_FLAG_ASK (4)
86      2021.11.17      14:39:02.539    33959   33949   33958   1        TICK_FLAG_ASK (4)
87      2021.11.17      14:39:02.539    33958   33949   33958   1        TICK_FLAG_LAST, TICK_FLAG_BUY, TICK_FLAG_VOLUME (312)
88      2021.11.17      14:39:03.724    33961   33949   33958   1        TICK_FLAG_ASK (4)

On the bottom 87 the Ask has changed and there is no flag.

 
fxsaber #:

Seems to have lied.

Ask has changed in the bottom 87 but no flag.

Need quotes via gateway, not from Otkryvashka and BCS, will try and open an account with Finam.

Added

Emailed Openwashka about build 3091, but I'm sure it won't help.

Added

Answers from opener about the build

Hello. Unfortunately we can't update to 3091 in the next few days as there were problems when testing theMT5testwith build 3091.


I will add that we are planning to install a patch for the SR MB gateway tomorrow for another problem, maybe it will have some effect on this one as well.

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