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Date/Time: Sat, 01 Mar 2025 10:19:16 +0000



Post From: Historical daily data for 2021-09-10 for currency futures is incorrect

[2021-09-25 21:11:05]
SviCh - Posts: 40
Checked with 6A, 6B and some other currency futures.
Both Z and U contract months are affected.
Volume value for 2021-09-10 repeats volume value for 2021-09-09, that is of course incorrect.
Also high and low values seams to be off, though have not investigated this much.

Also I wonder, why from time to time I get daily data files named using different conventions (though I do not change Data/Trade Service), for example:
A6Z21.dly and 6AZ21-CME.dly
Sometimes one of them gets updated, sometimes another. Sometimes their content differ. So I have 2 copies for most of my daily files because of this.