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Direct MessagesDate/Time: Tue, 16 Apr 2024 22:36:41 +0000
Post From: Version 2198: Support For Historical Market Depth Data With Denali/Delayed Exchange Feeds
| [2021-10-16 14:38:48] |
| User643553 - Posts: 1 |
|
Hello, I found depth files are inconsistent between downloads. Here's the details: File: ESZ21-CME.2021-10-01.depth First download date: Oct 2, 2021 Redownload again on: Oct 16, 2021 Let's call the first download v1 and the redownload v2. Here's the difference: File size: v1 = 335,496,712 bytes, v2 = 335,462,080 bytes Are you updating those depth files after the trading date? and Why? Thanks. |