Support Board
Date/Time: Thu, 03 Jul 2025 20:33:48 +0000
Post From: Scid records question, found open field which is not 0, FIRST_SUB_TRADE, or LAST_SUB_TRADE
| [2025-06-16 01:10:38] |
| dam5h - Posts: 4 |
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Sure, here is the full debug representation of the weird records from the ESH23 contract, which otherwise is fine. IntradayRecord { date_time: 2023-03-07T20:27:00Z, open: 3990.0, high: 3990.25, low: 3988.25, close: 3988.25, num_trades: 0, total_volume: 2841, bid_volume: 0, ask_volume: 0 } IntradayRecord { date_time: 2023-03-07T20:28:00Z, open: 3988.25, high: 3988.75, low: 3987.5, close: 3988.0, num_trades: 0, total_volume: 2409, bid_volume: 0, ask_volume: 0 } IntradayRecord { date_time: 2023-03-07T20:29:00Z, open: 3988.0, high: 3989.25, low: 3987.75, close: 3988.75, num_trades: 0, total_volume: 2339, bid_volume: 0, ask_volume: 0 } All other ES scid files that I have seem fine too, just these records. And it should be UTC timestamps. Maybe I should try to delete and re-download? Looking at the evenly rounded timestamps, this kinda look like the old 1 second snapshot compressed data, however I did since change to always storing single trade tick data in the settings but maybe this one file has a little of both? Thank you. |