Support Board
Date/Time: Tue, 14 Jan 2025 14:06:24 +0000
Post From: Ask/Bid historical data
| [2015-09-29 09:18:01] |
| wat - Posts: 67 |
|
Absolutely agree, but what is confusing for me is that "gap", as i said data are ok before and after this. I am using contract month GC 201512. I set continuous futures contract- date rule rollover- back adjusted, as you suggested before. May i say, if i have historical data bid/ask, that means i also have tick by tick for this period ? (i know another way how to found out it - "number of trades per bar" etc.,i am just trying to verify) Thank you for your response and have a nice day ! |