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smoothiemoth has contributed to 1 posts out of 21251 total posts
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The issue you're encountering with low volume and missing bars for TTF natural gas futures data via the API can stem from several possible sources. Data Source Discrepancies: Different data providers can have discrepancies in how they collect and report data. Interactive Brokers (IB) may have a more comprehensive data feed for TTF natural gas futures compared to the provider you're using for the API. Subscription Level: Ensure that you have the correct subscription level for TTF natural gas futures data with your data provider. Sometimes, lower subscription levels may provide less comprehensive data. API Request Parameters: The parameters in your API request might be limiting the data returned. For example, the hit command might have specific settings that affect the granularity and completeness of the data retrieved. Market Data Delays: There could be a delay or issues in the market data feed from your provider during the requested time frame.
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