Support Board
Date/Time: Fri, 06 Nov 2026 01:50:01 +0000
Post From: GC (COMEX) Intraday data has no Bid/Ask, and depth records only 1 level
| [2026-09-21 17:07:01] |
| User763434 - Posts: 2 |
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Thank you, that resolves it - the asymmetry I measured was two different data sources in the same Data folder, not two exchanges. One correction on the historical point, in case it changes your answer: I do have the GC data. 35,956,017 records across GCZ5, GCG6, GCJ6 and GCM6, going back to 2025-07-15, plus 135 session days on GCZ6. So Rithmic did supply it. It simply has no Bid/Ask - Open == High == Low == Close in 100.00% of those records. That leaves one question, and it is the one that decides what I do: If I activate "COMEX with Market Depth for non-professional Trading accounts" on the Denali Exchange Data Feed, does the historical Intraday data I can then download for GC include Bid/Ask for periods BEFORE the subscription starts, or only from the subscription date forward? I ask because the two answers lead to completely different decisions. If Denali serves historical GC Intraday with Bid/Ask, that is what I need. If it only accumulates forward from the subscription date, I need to plan for that instead. Thank you. |