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Direct MessagesDate/Time: Tue, 14 May 2024 19:43:08 +0000
Post From: How is it possible for intraday records to be out of sequence?
| [2016-11-29 13:18:03] |
| skelcap - Posts: 139 |
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I just ran a quick check for out of sequence .scid records in the last 30 days across 60 markets and here's what it came up with: Total # Records Out of Sequence 67 UK 10y Gilt 53 FTSE 100 27 Dax 24 Euro Bund 22 Euro STOXX 50 21 Hang Seng 18 Canada 10y Bond 17 H-Shares 12 Euro OAT 7 CAC 40 6 VIX 5 SMI 4 S&P TSX 60 4 Euro Bobl 3 Euro Buxl 2 Euro BTP 1 Euro Schatz |