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Date/Time: Mon, 21 Apr 2025 15:48:45 +0000



Post From: Wrong Intraday Daily Candles (Consolidated Tape)

[2025-01-09 18:59:09]
user_xyz - Posts: 467
Referencing post #3 it affects daily and intra-day candles.

I've made/been apart of numerous posts regarding this. SC please make this a priority.

Consolidated Tape - SPY Daily Candle inaccuracy
Consolidated Tape Volumes & Data

I offered some filtering suggestions here that would help across CTP and Market Statistics prints.
Weird Data Spike for Equities at 8AM