What to do when there are no ticks? - briefly
In the absence of tick signals, verify that the timer or clock source is enabled and correctly configured; if necessary, restart the service or replace the hardware component responsible for generating ticks. Additionally, examine system logs for error messages and adjust settings to restore a regular tick interval.
What to do when there are no ticks? - in detail
When tick information is missing, the first step is to verify the data acquisition pipeline. Ensure that the source connection is active, authentication credentials are valid, and request parameters include the appropriate time interval.
Next, examine the configuration of the receiving module. Confirm that filters are not inadvertently discarding all events, that buffer sizes are sufficient, and that logging levels allow visibility of incoming records.
If the pipeline remains silent, consider alternative sources:
- Historical archives that provide comparable granularity.
- Aggregated bar data that can be decomposed into approximate ticks.
- Simulated tick streams generated from statistical models calibrated on recent activity.
When employing simulated data, follow these guidelines:
- Derive distribution parameters from the latest available dataset.
- Preserve the temporal pattern by applying a Poisson or renewal process.
- Validate the synthetic series against known market microstructure characteristics.
Should the absence persist despite these actions, trigger an alert system. The alert must contain:
- Timestamp of the failure.
- Identifier of the affected feed.
- Suggested remediation steps, such as restarting the connector or switching to a backup provider.
Finally, document the incident in the operational log, noting root‑cause analysis and corrective measures taken. This record supports future troubleshooting and contributes to continuous improvement of the data handling infrastructure.