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Post From: Historical Data Discrepancy

[2022-02-14 23:06:21]
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PeaceFrog - Posts: 105
Hi John,

Thank you for replying.

Using your example, for 6CZ20-CME[M], the data would be missing for Denali, because Denali does not have entries for:
11/20/2020 2:58:00 PM
11/20/2020 2:55:00 PM
11/20/2020 2:54:00 PM
11/20/2020 2:48:00 PM
11/20/2020 2:46:00 PM
11/20/2020 2:37:00 PM
11/20/2020 2:36:00 PM


(I noticed that the Time format for the CQG dates I posted use AM & PM where the Denali uses the 24 hour clock.)


As another example, for 6CM20-CME[M], CQG has an entry for 6/2/2020 3:34:00 PM and Denali does not. Denali skips from 2020-06-02 15:31:00 to 2020-06-02 15:37:00.


Thank you for taking the time to respond.