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Date/Time: Thu, 02 May 2024 07:20:47 +0000



Post From: Bug in sc.BaseData during replay?

[2019-11-20 07:20:02]
BrMa - Posts: 77
Dear ladies and gentlemen,

meanwhile I could resolve the issue and would like to share the solution with you as both of us seem to be right - the origin is at a completely different end:
I used your function Edit >> Export Intraday Data to Text File documented in Exporting and Importing Intraday Data Files: Export and Edit to see the tick data used in detail. This shows the following for the date/time discussed:
Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume
2019/9/2, 10:28:49, 11989, 11990, 11989, 11990, 11, 6, 4, 7
2019/9/2, 10:28:50, 11991, 11992, 11990, 11991, 17, 8, 5, 12
2019/9/2, 10:28:51, 11991, 11991, 11991, 11991, 2, 1, 2, 0
This extract shows, that tick data is incomplete as there is no tick provided for 11992 - it shows exactly the picture I received when debugging the data. So I can confirm your replay is really on tick-based data and correct. I will contact CQG on this issue.

Please take my apologize - I never thought the issue could be with the tick-data provided.
Thank you and regards, Markus