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honeycomb has contributed to 1 posts out of 21185 total posts
(0.00%) in 35 days (0.03 posts per day).
20 Most recent posts:
The TTF natural gas futures seem to have very low volume and missing bars when requested via the API.
Eg, on March 22nd Fri around 1230 New York / 1730 Amsterdam time, when I send this:
HIT,QTTFJ24,60,20240322 122000,20240322 124000,,,,0,TEST,100,s,0
I get back only two bars, with volumes of 1:
TEST,LH,2024-03-22 12:32:00,27.380,27.380,27.380,27.380,352,1,0,
TEST,LH,2024-03-22 12:27:00,27.525,27.525,27.525,27.525,351,1,0,
Meanwhile, IB shows volume in the hundreds/minute between 1220 and 1240 that day.
Would appreciate any insight into what may be going on! Thank you.
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