Why Local Receipt Times Can Precede CTP Tick Timestamps
Summary
A trader reports that their local receipt timestamp from a CTP feed appears earlier than the timestamp on the tick, including an example with a difference of roughly a second. They initially suspect that a server-time tick should arrive after its timestamp and ask whether the vnpyctp version could explain the discrepancy. A forum reply suggests checking synchronization of the local computer clock.
The thread does not resolve the issue: the trader says they synchronized the system clock and tried another time server, while another participant asks whether the connection is live or simulated. No diagnosis or verified cause is provided. The exchange illustrates that comparing timestamps requires attention to clock synchronization and the meaning of the feed’s event time versus local receipt time, but it does not establish which factor caused this case.
Key ideas
- The reported local receipt time appears earlier than the tick’s server timestamp.
- The trader reports that syncing the computer clock did not eliminate the discrepancy.
- A forum reply recommends checking local clock synchronization.
- The thread raises live versus simulated connections but does not answer the question.
- No cause or resolution is confirmed.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.