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Direct MessagesDate/Time: Fri, 19 Apr 2024 08:38:40 +0000
Post From: Missing Data
| [2014-01-28 15:44:37] |
| User83762 - Posts: 61 |
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Two charts: 1)RTH only ES Daily, Intraday Chart Only, Session Times 9:30-16:15, 180 Days to Display/Load, Bar Period 1-0-0, Continuous futures Contract - Date Rule Rollover, Back Adjusted 2) Intraday Chart 15 minute, 180 days to Display/load, day session only, Bar Period 0-15-0, same CB option selected No data between 9/11/13 and 12/12/13 on both charts; data from 12/12 to today is accurate, prices before that are down near 400! Sometimes a delete and reload will result in first bar dated 12/12/13, despite 180 day chosen to display/load Have tried numerous times to delete all data and download/reload and recalculate, same problem persists. Some lines from LOG: ES.CME_20140300_ESH4.CME_Eq [CB] 30 Min #3: Performing continuous futures contract back adjustment calculations. | 2014-01-28 11:55:44 ES.CME_20140300_ESH4.CME_Eq [CB] 30 Min #3: ES.CME_20130900_ESU3.CME_Eq Open price on 2013-09-12 is 168975. | 2014-01-28 11:55:44 ES.CME_20140300_ESH4.CME_Eq [CB] 30 Min #3: ES.CME_20131200_ESZ3.CME_Eq Open price on 2013-09-12 is 168325. | 2014-01-28 11:55:44 ES.CME_20140300_ESH4.CME_Eq [CB] 30 Min #3: ES.CME_20130900_ESU3.CME_Eq price difference to ES.CME_20131200_ESZ3.CME_Eq is -650. | 2014-01-28 11:55:44 ES.CME_20140300_ESH4.CME_Eq [CB] 30 Min #3: ES.CME_20131200_ESZ3.CME_Eq Open price on 2013-12-12 is 178075. | 2014-01-28 11:55:44 ES.CME_20140300_ESH4.CME_Eq [CB] 30 Min #3: ES.CME_20140300_ESH4.CME_Eq Open price on 2013-12-12 is 177425. | 2014-01-28 11:55:44 ES.CME_20140300_ESH4.CME_Eq [CB] 30 Min #3: ES.CME_20131200_ESZ3.CME_Eq price difference to ES.CME_20140300_ESH4.CME_Eq is -650. | 2014-01-28 11:55:44 ES.CME_20140300_ESH4.CME_Eq [CB] 30 Min #3: Back adjust amount for symbol ES.CME_20130900_ESU3.CME_Eq is -130000. | 2014-01-28 11:55:44 ES.CME_20140300_ESH4.CME_Eq [CB] 30 Min #3: Back adjust amount for symbol ES.CME_20131200_ESZ3.CME_Eq is -65000. | 2014-01-28 11:55:44 Socket closed. No error. | 2014-01-28 11:57:43 The SSL socket was shut down successfully. | 2014-01-28 11:57:43 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-01-28 11:57:44 CTS FIX Historical Data: Disconnected. | 2014-01-28 11:57:44 Please advise. Date Time Of Last Edit: 2014-01-28 17:41:45
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