Skaarj
-Interested User-
Posts: 11
Joined: Jul 10, 2014
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Posted: Feb 5, 2020 12:24 PM
Msg. 1 of 7
There are few blancks in EB#C data, downloaded from IQFeed:
From 2007-01-16 14:30:00 to 2007-01-21 18:59:00 - 5 days From 2007-02-13 14:30:00 to 2007-02-18 19:04:00 - 5 days From 2007-05-16 14:31:00 to 2007-05-20 19:03:00 - 4 days
From 2007-12-13 17:15:00 to 2008-03-13 20:12:00 - 91 days, the biggest one.
Blancks in QNG#C data: 2007-01-29 14:30:00 - 2007-02-04 18:01:00 = 6 days 2007-03-28 14:30:00 - 2007-04-01 18:01:00 = 4 days 2007-05-29 14:30:00 - 2007-06-04 00:02:00 = 5 days 2007-12-21 16:59:00 - 2008-02-24 18:01:00 = 65 days, the biggest one.
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Skaarj
-Interested User-
Posts: 11
Joined: Jul 10, 2014
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Posted: Feb 5, 2020 12:28 PM
Msg. 2 of 7
And in QCL#C same thing:
2007-02-20 14:30:00 - 2007-02-26 11:24:00 = 5 days 2007-03-20 14:31:00 - 2007-03-27 14:04:00 = 6 days 2007-12-13 17:01:00 - 2008-02-14 18:01:00 = 63 days
It seems like that there is a same issue can be in other futures too.
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DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
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Posted: Feb 5, 2020 01:15 PM
Msg. 3 of 7
Thank you the notify on these symbols. Our Market data team is reviewing the data and I will post a response shortly.
Stephen Shockey Senior Customer Support Representative and Product Support Specialist
DTN 800-779-7299 stephen.shockey@dtn.com
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DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
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Posted: Feb 5, 2020 03:43 PM
Msg. 4 of 7
We will need to do some additional research and will strive to post an answer on 2/6/20 to your questions.
Stephen Shockey Senior Customer Support Representative and Product Support Specialist
DTN 800-779-7299 stephen.shockey@dtn.com
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DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
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Posted: Feb 6, 2020 09:39 AM
Msg. 5 of 7
Unfortunately it has been determined the data in question is unrecoverable and we will not be able to secure another source for the missing data.
Stephen Shockey Senior Customer Support Representative and Product Support Specialist
DTN 800-779-7299 stephen.shockey@dtn.com
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Skaarj
-Interested User-
Posts: 11
Joined: Jul 10, 2014
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Posted: Feb 6, 2020 09:43 AM
Msg. 6 of 7
If I find same issue in other futures-symbols, should I report to you? Or there is no chance that you can fix it in any case?
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DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
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Posted: Feb 6, 2020 09:51 AM
Msg. 7 of 7
If you locate minute data back 10-13 years then yes the answer would be the same. If it's daily data I would submit it for correction.
To expedite this process I would contact us directly at support@iqfeed.net
Stephen Shockey Senior Customer Support Representative and Product Support Specialist
DTN 800-779-7299 stephen.shockey@dtn.com
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