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Date/Time: Sun, 19 May 2024 20:36:44 +0000

Post From: Compressed intraday data file issue

[2015-09-07 19:27:28] Link To Thread - Link To Post [Go To First Post]
Pawel_Szpak - Posts: 48
I have gone to DTS - Data file management and compressed my intraday data files >180 days old from 1tick to 1 second. As a result, suddenly the intraday data has this junk "open" price for a whole number of days. See the attached price and note the dashed lines towards the bottom of the chart. This specific one is the 6E future. The open price for those days varies 0.0042 - 0.0033 - 0.0026. As you can see - it's for approximately 9 months (3 contract's worth), and the data before and after looks ok. What's happened here? The same rubbish has happened to my FGBL data for the same period, except that the "open" price is negative in that one (I have not attached a chart of FGBL).


Attachment Deleted. 6EChart.jpg / V - Attached On 2015-09-07 19:27:08 UTC - Size: 138.73 KB - 316 views