Support Board
Date/Time: Tue, 13 May 2025 21:55:29 +0000
Post From: SC data issue
| [2016-05-12 17:09:25] |
| User11942 - Posts: 298 |
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We checked CQG and they transmitted half the volume. Although you do not see the gap, the volume from CQG was 995 for that second (10:30:00).
I did have some time today and checked CQG WebAPI data. Please take a look at the screenshot. It's showing exactly 2705 contracts traded. Please note, I didn't perform re-downloading. It is as it was recorded yesterday on my system. I guess there was a sort of confusion with volume/trades during yesterday discussion.There are also gaps in data for N and Q, possibly for other NYMEX contracts. The EIA release readings were very surprising for majority of market participants what resulted in very abrupt and strong move in crude and products prices. Date Time Of Last Edit: 2016-05-12 17:28:50
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 F.US.CLEM16 1 Sec #1 2016-05-12 13_07_15.500.png / V - Attached On 2016-05-12 17:08:21 UTC - Size: 31.46 KB - 270 views |