Support Board
Date/Time: Mon, 31 Aug 2026 03:54:43 +0000
Post From: Package 3 historical MNQ tick data: entitlement, expired contract months, volume conservation
| [2026-08-30 21:11:39] |
| User172255 - Posts: 2 |
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Follow-up: I have now activated a paid Service Package 3 on this account (usage time to 2026-10-20), so this is no longer a free-trial enquiry. Question 3 is the one I most need answered. For MNQ, does the sum of TotalVolume across all tick records in a session equal the exchange's reported session volume, with no filtering, no minimum-size threshold and no bad-tick removal? Any filtering or thresholding would make the data unsuitable for my purpose, so a plain yes or no is enough. Two related points I have since found on this board, which may save you time: 1. Timestamp semantics are already answered in thread 107133 (CME tag 60), so please disregard that aspect of my original question. 2. Thread 107125 reports historical intraday data for an expired contract (SR3Z24-CME) ending 74 days before its final trading day, and Engineering replied that this is a known problem and that the missing data can only be added as 1 minute data. My use case needs roughly ten expired MNQ contract months covering 2023 through 2025, and 1 minute data would not be a usable substitute for tick data. Are there known instances of this truncation affecting MNQ contract months, and is there a way for me to verify that an expired MNQ contract is complete to its final trading day before I rely on it? Thank you. |