Support Board
Date/Time: Wed, 27 Nov 2024 22:51:33 +0000
Post From: missing data, NQ, MNQ, ES, MNQ, March 2020
| [2023-07-04 15:20:54] |
| User725043 - Posts: 35 |
|
Seeing intraday missing price data gaps in the NQ, MNQ, ES, MNQ files for March 2020 where some volume is showing, but the price data is not showing as in the attached chart example. Prices are showing before and after the intraday period of time with the issue. Redownloaded the 2020 data following instructions: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying Downloading of Intraday Data Downloads were "Complete". Retried with both Date Rule Rollover and Volume Based Rollover. Tried both Load Data Limiting Method Days to Load (2000) and Load Data Limiting Method Date Range. Maximum Historical Intraday Days to Download set to 3000. Number of Stored Time And Sales Records set to 100000. Tried with 1 minute bar instead of 5 minute. Same issue appears on all 4 symbols in March 2020 and did: Global Symbol Settings: Update Symbol Settings Here are the dates/times of when the price gaps appear: Date Approximate beginning time of issue (EST) ------------------------------------------------------------------ MNQ 03/08/20 10:00:00 PM 03/09/20 12:00:00 AM 03/12/20 07:50:00 AM 03/15/20 06:30:00 PM 03/16/20 09:00:00 PM 03/18/20 01:15:00 AM NQ 03/08/20 09:40:00 PM 03/09/20 12:00:00 AM 03/12/20 07:45:00 AM 03/13/20 07:05:00 AM 03/15/20 06:10:00 PM 03/16/20 08:50:00 PM 03/20/20 05:30:00 AM 03/22/20 06:05:00 PM 03/24/20 05:45:00 AM MES 03/08/20 09:50:00 PM 03/09/20 12:00:00 AM 03/12/20 08:00:00 AM 03/13/20 07:10:00 AM 03/15/20 06:20:00 PM 03/17/20 02:50:00 AM 03/18/20 01:15:00 AM 03/22/20 06:00:00 PM 03/24/20 05:35:00 AM ES 03/08/20 09:40:00 PM 03/09/20 12:00:00 AM 03/12/20 08:00:00 AM 03/13/20 07:05:00 AM 03/15/20 04:20:00 PM 03/17/20 02:50:00 AM 03/18/20 01:15:00 AM 03/22/20 06:00:00 PM 03/24/20 05:35:00 AM |
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