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Quote spikes

Problem Reason Solution

Spikes in charting

Problems on provider side

  • Filter these Quotes on client side during non trading hours

  • Use (ask+bid)/2 for charting

  • Use another FX contributor, for example XAU/EUR:AFX{mm=AFX}

BID>ASK

Problem Reason Solution

Bid values are more then ask values

Full Order Market Depth data

Wrong order

Remove order depth, use another exchanges


Example

  BidPrice         |  AskPrice
  0.06587815       |  0.06585317
  0.06587814       |  0.06629999
  0.06587511       |  0.0663226
  0.06587024       |  0.06635055
  0.06580339       |  0.06635701
  0.06571767       |  0.06635932
  0.06569847       |  0.06636087
  0.06569846       |  0.0664
  0.06554382       |  0.0664565
  0.06554169       |  0.0665
  0.06545934       |  0.06651479
  0.06544101       |  0.0665912
  0.0654           |  0.06659999
  0.065347         |  0.0666
  0.0653123        |  0.0666129
  0.0652928        |  0.0667

Time out

Problem Reason Solution

Request result is "Time out"

No information returns in default (or pointed if specified by timeout param) time

Try to clear all history, cache, and passwords in your browser

"%26" is used instead of '&'

Try to change browser

Request is sent not from whitelisted IP-address

Try to set instrument exactly

Wrong data depth is specified

Try to request no more than 5 symbols at a time

Wrong fields, symbol or market event are specified

Use '&timeout=N' option to increase the request processing time

Status "OK"

Problem Reasons Solution

Request status is "OK" but there is no data flow

Old API version is used

Update API to the latest version available

Typos

Check the request parameters

Request is sent not from whitelisted IP-address

Wrong event fields are specified

Wrong symbol or market event are specified

Wrong 52 high/low

Problem Reasons Solution

Bid size is zero

Special dividend

Check for news

High/LowPrice52 is being taken from PriceStatistics table

Wait for recalculations

Provider is sending wrong today values to dxFeed

Corporate action

New symbol

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