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heybitch has contributed to 2 posts out of 21185 total posts
(0.01%) in 1,257 days (0.00 posts per day).
20 Most recent posts:
Here is another bug in continuous ticks contracts
Request: HTT,QRB#,20201013 000000,20201014 010000,,,,1,,\r\n
Response: ... '2020-10-13 23:56:35.503,1.1757,1,407,1.1754,1.1757,11674539,C,112,01,', '2020-10-13 23:59:03.606,1.1757,1,408,1.1757,1.1760,11674591,C,112,01,', '2020-10-13 23:59:19.623,1.1754,1,409,1.1754,1.1756,11674601,C,112,01,', '2020-10-13 00:00:00.002,1.1756,1,410,1.1754,1.1756,11674603,C,112,01,', '2020-10-14 00:03:51.198,1.1759,1,411,1.1756,1.1759,11674706,C,112,01,', '2020-10-14 00:07:31.092,1.1766,1,412,1.1765,1.1766,11674802,C,112,01,', ...
I've seen same out-of-time ticks in QRB#, @CT# and @TY#. Hope "the most reliable data provider" will find it.
Hello. I can't understand the @LE#C price calculation.
According to your website it "Rolls 10 trading days from the end of the month prior to expiration". So the front month is December now, and it will roll to February on 17.11.2020. @LE#C is supposed to have the December prices with simple gap adjustments for prior contracts.
Here is what HIT API call returns (OHLCV): @LEZ20: 2020-11-13 14:05:00 110.250 110.250 110.075 110.100 173 @LE#C: 2020-11-13 14:05:00 112.550 112.550 112.375 112.400 173
I've attached the daily close plot to illustrate the difference Blue - @LEZ20 Orange - @LEG21 Green - @LE#C
Could you please explain how is that possible?
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