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Date/Time: Tue, 07 May 2024 20:08:56 +0000
Post From: Incorrect realtime data
[2019-12-10 03:53:17] |
User56304 - Posts: 33 |
Attached is an example from Dec 9, 2019 in the evening, US Eastern Time. This is a 1-Trade periodicity chart with 'Combine Trades into Original Summary' turned on. ES-2019-12-GLOBEX. It wasn't a busy time in this market. Note that the realtime readout shows duplicate trades of 166 buy contracts (left side of the image). A delete and re-download of the same data shows the image on the right - a single 166 lot print. This is in agreement with a colleague's iqfeed tape, as well. This isn't an isolated incident and has markedly increased over the last week or so. |
2019-12-09_22-11-09.png / V - Attached On 2019-12-10 03:50:34 UTC - Size: 48.25 KB - 227 views Attachment Deleted. |