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Date/Time: Tue, 26 Nov 2024 21:33:54 +0000



Post From: Market stats data

[2014-06-12 08:19:48]
User96105 - Posts: 113
Hi, I just want to check this again. For the market stats data I'm using ~ YM Tick and YM NISS (Adv/Dcln) I am not seeing any data at all between 8pm and 4am Eastern (1am to 9am London). This is always the same as far as I can see (looking back many months). So it seems that the data stream, wherever this comes from, excludes data between these times. I should be grateful if you would confirm this is the case, or alternatively why else I may not be seeing any data between these times.

Example this morning YM NISS moved from -20 at 1am London, next bar is -1 at 9:04am London.

Many thanks