Observed one strange behavior during Tick Data collection, Is that Expected Behavior? Why in some Ticks Time Stamp is missing? One Real example from Today's collection shared below. Please share your feedback.
Wrong Tick (Time Stamp Missing and other fields missing )
No I have subscribed FULL Mode.
Some time in some ticks Time stamps are missing its not persistent problem.
Make sure you set it to full mode every time you subscribe to data.
Now some ticks in a days comes without Time stamps. One Live example shared above.
My Observation this problem raised from Weekly Deep OTM Option Ticks.
By looking at the above example, everything seems fine.
You can maybe add a log to check what is the mode of tick when timestamp is missing.
Please note that after reconnection also the client library will subscribe first and then set mode. Maybe this is what you might have come across.