On 9th July, I received current ticks plus ticks from past. I have subscribed for nifty50 and banknifty. This started occurring at 14:59. And for both nifty50 and banknifty, ticks received from timestamp 2017-09-22 09:58. Below is the loglines from my code. Due to this, yesterday my algo put lot of orders and I incurred significant loss. What's the issue? How this can happen?
There was issue on 9th, around 3 PM.This happened because TR(our vendor) connected UAT adapter to live feeds adapter.