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Date/Time: Mon, 06 May 2024 08:49:07 +0000

Post From: HKFE Historical daily data issue since 19 November

[2020-11-28 19:08:17] Link To Thread - Link To Post [Go To First Post]
User13668 - Posts: 291
Unfortunately that has made no difference - although the error message when attempting the download no longer appears. Is it possible it is something to do with it being the weekend and perhaps CQG historical data servers are down during the weekend (I do have a green connection status to CQG though)? EDIT: actually there does appear to be a problem with Intraday data as well. But only for the 20th and 23rd of November where there is way too low volume and huge gaps between price bars. This is about the date of rolling from November to December contract. The price patterns make it look as though on these two dates only the last couple of days of November contract are included, but not December data for those 2 days or vice versa ( I am using Volume adjusted continuous contract). I have deleted and downloaded data and it makes no difference. It seems interesting that the 19th was also the last date for daily historical data as per op in this thread. Date Time Of Last Edit: 2020-11-28 23:13:42