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Date/Time: Tue, 14 May 2024 22:11:52 +0000

Post From: How is it possible for intraday records to be out of sequence?

[2016-11-29 12:51:07] Link To Thread - Link To Post [Go To First Post]
skelcap - Posts: 139
I assumed .scid records were always in strict chronological order, but I just tracked a bug in my code down to failure of this fact in CGB-201612-CDE-CAD-1000.scid (Canada 10y Bond): Wed 11/23/16 11:58:10 Wed 11/23/16 11:58:11 Wed 11/23/16 11:58:10 I haven't checked any other markets. Are you aware of this possibility and is it something one just has to allow for in one's code?