Support Board
Date/Time: Sat, 03 Oct 2026 18:38:53 +0000
Historical tick-data completeness question for one CME options symbol/date
View Count: 12
| [2026-10-03 15:35:02] |
| User732653 - Posts: 2 |
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I previously downloaded historical tick-by-tick data from Sierra Chart for: EW1U17 P2425.FUT_OPT.CME Trade date: 2017-08-28 My local SCID file contains no event in: (2017-08-28 22:06:01.000 UTC, 2017-08-28 22:06:01.001 UTC] I am not asking for new data or a redownload. I only need to know whether Sierra Chart can determine from its historical-data source/server records whether the historical tick stream supplied for this symbol/date was complete across that instant, or whether absence of a record in the SCID cannot distinguish “no trade occurred” from “historical data may be missing.” Specifically, can Sierra Chart certify either: 1. that all trade events supplied by the relevant historical source for this symbol/date were delivered without a gap covering that timestamp; or 2. that no trade event existed for this contract during that one-millisecond interval? A simple yes/no with the basis for the answer is sufficient. |
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