Support Board
Date/Time: Mon, 03 Feb 2025 04:48:04 +0000
Post From: Incorrect data in IntraDay Data exported to text file
| [2019-10-24 09:54:03] |
| User470516 - Posts: 78 |
|
Dear SC Team, 1- I do not undestand the logic behind the intraday data of the DAX contract (DYZ19) as exported from SC. What do O,H,L,C refer to in this file? Do these data contain the last position of the bid and ask in the order book before a trade is executed? Knowing that each file record actually contains one trade at the bid or ask, why don't we have O=H=L=C? 2- Even more confusing, there are records where the Last (close) is lower than the Low of the record. Can you enlight me? Thank you for your suppport, Best regards. |