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Date/Time: Fri, 18 Oct 2024 06:15:43 +0000

Post From: Missing several one-second bars

[2015-10-23 12:38:06] Link To Thread - Link To Post [Go To First Post]
wat - Posts: 67
Hi, I am trying to get 1 second bars, but they are fairly often missing. Bar sequences often go 12:00:00 - 12:00:03 - 12:00:07 - 12:00:08 - 12:00:14. How can that happen? If the price would have not moved, the price should be quoted for each second at the same level, right? Or did CME not quote any price for several seconds? That would seem very unlikely to me. I am trying to understand that phenomenon and will appreciate any response. Thank you. Edit: I am using SC data feed. Date Time Of Last Edit: 2015-10-23 12:40:30