tarasov
-Interested User-
Posts: 12
Joined: Oct 24, 2020
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Posted: Dec 7, 2021 04:24 AM
Msg. 1 of 1
Hello. I'm requesting historical 1 minute candles since the very beginning, so I'm using requests like this: HIT,WIN#,60,20010101 000000,20211206 235959,,,,1,H_0000000000,100,s,0
For three instruments (WIN#, EB#, RDX#) in column 'Period Volume' I'm getting 0 for the some first rows. Here are numbers of zero volume rows and date range for this data: EB#, 24952, 2006-06-05 17:03:00, 2006-08-16 18:30:00 WIN#, 165668, 2008-08-04 12:03:00, 2009-12-11 20:16:00 RDX#, 442, 2016-07-28 06:49:00, 2016-09-16 13:28:00
I don't have old files now, but I remember that I loaded the same data a few months ago and the data was full, without any zero volume rows. Is it the correct situation?
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