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Date/Time: Sat, 27 Apr 2024 00:17:04 +0000

Post From: Question about Denali Data Feed and exchange-traded spread symbol scale

[2019-08-20 17:25:42] Link To Thread - Link To Post [Go To First Post]
ErikT - Posts: 117
Thanks so much for your attention to this! Upgrading to 1976 and deleting/re-loading all my historical data pretty much solved all my issues. There are still some bizzarro data anomalies around May 15th, but aside from that the charts now look clean and accurate. Just FYI, intraday data is not reliable for extension to longer timeframes on thinly traded futures spreads. The reason is that when the spread contracts don't trade for several days, the exchange marks the DAILY settlement prices to market with an interpolation algorithm, but the intraday feed never sees that mark. Thanks again!!!