Support Board
Date/Time: Fri, 17 Jan 2025 15:00:24 +0000
Post From: Corrupted data on futures contracts prior to June 2017
| [2017-12-08 14:10:12] |
| User401662 - Posts: 16 |
|
Hello, I have a problem with the data of all futures contracts prior to June 2017. As you can see on the screenshot of the S&P500 e-mini contract of June 2016, there are gaps everywhere, sometimes as big as 4 ticks, which is impossible for such a heavy market. I don't have any gap on most recent contracts anyway. I cannot work with such data. Do I have to set up something to avoid these gaps? Or does the problem comes from the data provider itself (CQG)? Thanks for your help. |
 F.US.EPM16 2000 Trades #1 2017-12-08 12_52_51.426.png / V - Attached On 2017-12-08 14:09:31 UTC - Size: 75.97 KB - 280 views |