Seems to be a new issue. The timestamp of websocket messages is occassionally greater than the current time.
Please see error logs of my application:
468|ptn | 2024-05-29 14:38:01.657 | ERROR | Received TD websocket data in the future SPX. lag_ms -16343 Ignoring this data.
468|ptn | 2024-05-29 14:38:07.589 | ERROR | Received TD websocket data in the future SPX. lag_ms -13411 Ignoring this data.
468|ptn | 2024-05-29 14:38:08.403 | ERROR | Received TD websocket data in the future FTSE. lag_ms -12597 Ignoring this data.
468|ptn | 2024-05-29 14:38:14.150 | ERROR | Received TD websocket data in the future FTSE. lag_ms -7850 Ignoring this data.
468|ptn | 2024-05-29 14:38:24.903 | ERROR | Received TD websocket data in the future GDAXI. lag_ms -97 Ignoring this data.
relevant code
price = float(event['price'])
timestamp_ms = int(event['timestamp']) * 1000
lag_time_ms = TimeUtil.now_in_millis() - timestamp_ms
if lag_time_ms < 0:
bt.logging.error(f"Received TD websocket data in the future {symbol}. lag_ms {lag_time_ms} Ignoring this data.")
return
Seems to be a new issue. The timestamp of websocket messages is occassionally greater than the current time.
Please see error logs of my application:
relevant code