Support Board
Date/Time: Thu, 03 Jul 2025 20:17:01 +0000
Post From: Scid records question, found open field which is not 0, FIRST_SUB_TRADE, or LAST_SUB_TRADE
| [2025-06-14 21:26:01] |
| dam5h - Posts: 4 |
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I came across historical data in some tick files that doesn't seem to match the expected values of the following options: SINGLE_TRADE_WITH_BID_ASK = 0.0; FIRST_SUB_TRADE_OF_UNBUNDLED_TRADE = -1.99900095e+37; LAST_SUB_TRADE_OF_UNBUNDLED_TRADE= -1.99900197e+37; What does that mean? The records have huge volume but a 0 trades count and 0 for both bid and ask volume. In this case the open value shows a price for the underlying instead of one of the constants above and they occur around this time for ESH23 2023-03-07T20:27:00Z. Is this simply an anomaly in the data or are other values supported than the 3 listed above? Thank you for the SW and data it is a joy to use. Cheers. |