Support Board
Date/Time: Mon, 03 Feb 2025 16:55:08 +0000
Post From: 1 tick price bar doesn't match with the volume
| [2019-11-23 08:03:34] |
| User921987 - Posts: 238 |
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I did the whole TickByTickDataConfiguration procedure again (each step) but it still does not give any help for the situation. But I think I found the problem. For some reason only the newest contract will fetch with interval 0. Others are 1. Here is the log entries: HD Request # 9 | Requesting Intraday data. Start date-time: 2019-07-09 03:00:00. Record interval: 1. Symbol: CLU19 | 2019-11-23 09:55:31.446 HD Request # 15 | Requesting Intraday data. Start date-time: 2019-08-01 03:00:00. Record interval: 1. Symbol: CLV19 | 2019-11-23 09:55:59.128 HD Request # 16 | Requesting Intraday data. Start date-time: 2019-09-03 03:00:00. Record interval: 1. Symbol: CLX19 | 2019-11-23 09:56:15.729 HD Request # 17 | Requesting Intraday data. Start date-time: 2019-10-03 03:00:00. Record interval: 1. Symbol: CLZ19 | 2019-11-23 09:56:31.550 HD Request # 18 | Requesting Intraday data. Start date-time: 2019-11-01 02:00:00. Record interval: 0. Symbol: F.US.CLEF20 | 2019-11-23 09:56:45.804 I hope this helps. |