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Date/Time: Fri, 27 Sep 2024 09:17:25 +0000



Post From: Unmatched - Volume

[2015-12-18 22:22:55]
ejtrader - Posts: 688
Wanted to bring up one more issue(specific to CTS) noticed and not sure whether relevant or not.

When the feed is connected state for more than a day:

- Historical daily bar for current day - OHLC is incorrect. For example - today's high was Same as yesterday's high. Even if chart is refreshed it would stay the same ( incorrect OHLC values for latest day).
- Only way to actually fix this is to "disconnect" feed and reconnect. This would make the historical chart for latest day correct.

This is the case with multiple instruments ( ES/NQ/YM ).

Please note that observed this behavior/issue only with CTS and not the other feeds. Not sure whether CTS provides historical daily data or it would come from SC and combined with CTS.

Thanks
Date Time Of Last Edit: 2015-12-18 22:32:08