Support Board
Date/Time: Sun, 12 Jan 2025 15:03:59 +0000
Post From: question about sugar contract data
| [2017-02-22 00:59:44] |
| User103949 - Posts: 78 |
|
I have been exporting tick data many times each day. To be accurate, the intraday storage time unit is set to be 1 tick and i am using export intraday data to text file. Below is more data ticks, you can tell after some ticks, the open price are all zeros as usual. 2016/9/1, 07:30:00, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.1, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.2, 20.03, 20.03, 20.03, 20.03, 2, 1, 2, 0 2016/9/1, 07:30:00.3, 20.03, 20.03, 20.03, 20.03, 3, 1, 3, 0 2016/9/1, 07:30:00.4, 20.03, 20.03, 20.03, 20.03, 8, 1, 8, 0 2016/9/1, 07:30:00.5, 20.03, 20.03, 20.03, 20.03, 7, 1, 7, 0 2016/9/1, 07:30:00.6, 20.03, 20.03, 20.03, 20.03, 3, 1, 3, 0 2016/9/1, 07:30:00.7, 20.03, 20.03, 20.03, 20.03, 10, 1, 10, 0 2016/9/1, 07:30:00.8, 20.03, 20.03, 20.03, 20.03, 2, 1, 2, 0 2016/9/1, 07:30:00.9, 20.03, 20.03, 20.03, 20.03, 5, 1, 5, 0 2016/9/1, 07:30:00.10, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.11, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.12, 20.03, 20.03, 20.03, 20.03, 7, 1, 7, 0 2016/9/1, 07:30:00.13, 20.03, 20.03, 20.03, 20.03, 23, 1, 23, 0 2016/9/1, 07:30:00.14, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.15, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.16, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.17, 20.03, 20.03, 20.03, 20.03, 10, 1, 10, 0 2016/9/1, 07:30:00.18, 20.03, 20.03, 20.03, 20.03, 13, 1, 13, 0 2016/9/1, 07:30:00.19, 20.03, 20.03, 20.03, 20.03, 4, 1, 4, 0 2016/9/1, 07:30:00.20, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.21, 20.03, 20.03, 20.03, 20.03, 6, 1, 6, 0 2016/9/1, 07:30:00.22, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.23, 20.03, 20.03, 20.03, 20.03, 3, 1, 3, 0 2016/9/1, 07:30:00.24, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.25, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.26, 20.03, 20.03, 20.03, 20.03, 4, 1, 4, 0 2016/9/1, 07:30:00.27, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.28, 20.03, 20.03, 20.03, 20.03, 2, 1, 2, 0 2016/9/1, 07:30:00.29, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.30, 20.03, 20.03, 20.03, 20.03, 2, 1, 2, 0 2016/9/1, 07:30:00.31, 20.03, 20.03, 20.03, 20.03, 14, 1, 14, 0 2016/9/1, 07:30:00.32, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.33, 20.03, 20.03, 20.03, 20.03, 2, 1, 2, 0 2016/9/1, 07:30:00.34, 20.03, 20.03, 20.03, 20.03, 3, 1, 3, 0 2016/9/1, 07:30:00.35, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.36, 20.03, 20.03, 20.03, 20.03, 4, 1, 4, 0 2016/9/1, 07:30:00.37, 20.03, 20.03, 20.03, 20.03, 3, 1, 3, 0 2016/9/1, 07:30:00.38, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.39, 20.03, 20.03, 20.03, 20.03, 1, 1, 1, 0 2016/9/1, 07:30:00.40, 20.03, 20.03, 20.03, 20.03, 3, 1, 3, 0 2016/9/1, 07:30:00.41, 0.00, 20.05, 20.02, 20.03, 7, 1, 7, 0 2016/9/1, 07:30:00.42, 0.00, 20.05, 20.02, 20.05, 1, 1, 0, 1 2016/9/1, 07:30:00.43, 0.00, 20.05, 20.02, 20.05, 1, 1, 0, 1 2016/9/1, 07:30:00.44, 0.00, 20.07, 20.02, 20.05, 1, 1, 0, 1 2016/9/1, 07:30:00.45, 0.00, 20.07, 20.02, 20.05, 2, 1, 0, 2 2016/9/1, 07:30:00.46, 0.00, 20.07, 20.02, 20.05, 1, 1, 0, 1 2016/9/1, 07:30:00.47, 0.00, 20.07, 20.04, 20.04, 2, 1, 2, 0 2016/9/1, 07:30:00.48, 0.00, 20.07, 20.03, 20.04, 1, 1, 1, 0 2016/9/1, 07:30:00.49, 0.00, 20.07, 20.04, 20.05, 2, 1, 2, 0 2016/9/1, 07:30:00.50, 0.00, 20.07, 20.04, 20.05, 1, 1, 1, 0 2016/9/1, 07:30:00.51, 0.00, 20.07, 20.06, 20.07, 1, 1, 0, 1 |