Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 18 Oct 2024 06:16:48 +0000
Post From: Question regarding downloading of ES/MES market data history
| [2024-07-27 17:22:57] |
| seandunaway - Posts: 268 |
|
separately, @scengineering, do you have an https://en.wikipedia.org/wiki/Off-by-one_error when accumulating ticks to time bars? my time resolution data Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume
2024/7/25, 21:25:00, 5464.50, 5466.25, 5463.25, 5465.75, 967, 534, 312, 655 @user431178's presumably tick resolution data Date, Time, Open, High, Low, Last, Volume, BidVolume, AskVolume
2024/7/26, 04:25:00, 5464.50, 5466.25, 5463.25, 5465.75, 968, 313, 655, one extra trade at the bid has snuck into their export, when compared to cme Date Time Of Last Edit: 2024-07-27 17:40:18
|