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kyrtas has contributed to 1 posts out of 21251 total posts
(0.00%) in 1,083 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
@ES#C Historical Data has extra incorrect trades occurring on a Saturday Nov 22, 2022 03:49 PM
(Total replies: 0)
Hello, When requesting historical 1 min or 15 min bars (and I assume other resolutions) using HIT for @ES#C we get a random datapoint at 11pm Central Time on a Saturday in Aug '21. This seems inaccurate, and it is surrounded by bars on Friday and Sunday: ... 2021-08-06 15:58:00-05:00 4425.25 4426.0 4425.25 4425.75 913857 244 2021-08-06 15:59:00-05:00 4425.75 4425.75 4425.25 4425.5 914059 199 2021-08-07 23:00:00-05:00 4415.75 4415.75 4415.75 4415.75 48734 12 2021-08-08 17:00:00-05:00 4423.25 4424.75 4422.75 4423.25 604 603 2021-08-08 17:01:00-05:00 4423.5 4424.0 4423.25 4423.75 778 174 ... Please help explain where this erroneous data comes from, is it isolated to just this symbol? Is it related to continuous contract (#) or back adjustment (#C)? Thanks |
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