Intro
If you’ve built real‑time market data consumers using WebSocket‑based US stock APIs, you’ve probably run into one sneaky bug: out‑of‑order tick events.
Everything works great in local testing. Your script receives ticks, prices update smoothly. Once you connect to live trading feeds, strange behaviors emerge: prices roll backward, technical indicators break, and your trading logic fires unexpected signals.
Many developers immediately blame the API provider. In most cases, however, the problem comes from cross‑border network jitter, variable latency, and client‑side processing pressure reordering incoming packets.
In this article, I’ll cover:
