skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Apr 11, 2005 08:10 AM
Msg. 1 of 1
The volume is incorrect in the downloaded tick history for every globex contract from open yesterday evening until 23:19 ET. The volume starts accumulating again from 23:20 ET.
For example @EUM5:
2005-04-10 23:19:00,1.295400,1,0,1.295400,1.295500 2005-04-10 23:19:00,1.295400,1,0,1.295400,1.295500 2005-04-10 23:19:00,1.295400,1,0,1.295400,1.295500 2005-04-10 23:19:00,1.295500,1,0,1.295400,1.295500 2005-04-10 23:19:00,1.295500,1,0,1.295400,1.295500 2005-04-10 23:19:00,1.295400,1,0,1.295400,1.295500 2005-04-10 23:20:00,1.295400,1,1,1.295400,1.295500 2005-04-10 23:20:00,1.295400,2,3,1.295400,1.295500 2005-04-10 23:20:00,1.295400,1,4,1.295400,1.295500 2005-04-10 23:20:00,1.295400,1,5,1.295400,1.295500 2005-04-10 23:20:00,1.295500,1,6,1.295400,1.295500
When will the corrected data be available on your servers for download? It should be simple since you've been spending all the time over the last couple of weeks writing the import routine.
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