Ouch, that's a pretty painful workaround.
Is there any schedule for when this bug will be fixed?
Search found 8 matches
- Tue Apr 28, 2020 3:22 am
- Forum: General Discussion
- Topic: FX Missing Ticks at Year End/Start
- Replies: 3
- Views: 9881
- Fri Apr 24, 2020 3:53 am
- Forum: General Discussion
- Topic: FX Missing Ticks at Year End/Start
- Replies: 3
- Views: 9881
FX Missing Ticks at Year End/Start
The FX ticks appear to skip a day at the end of the year, until the start of the new year for example, AUDUSD: 20101231 21:59:51:541,1.0223,1.02408,1.64999997615814,1.20000004768372 20110102 22:00:26:747,1.0199,1.0207,1.58000004291534,1.5 (using UTC time) Is there a way to fill in those missing ticks?
- Thu Mar 05, 2020 4:18 am
- Forum: General Discussion
- Topic: Historical Index Data Issues
- Replies: 1
- Views: 7185
Historical Index Data Issues
I am looking at some of the index data and I have several issues: - the times look very strange. For example on the FTSE 100, the 1-min bars run for 24 hours with the exception of a gap for the 21.00 - 22.59 period. HSI runs from about 09.00 - 01.00. (I use local times - London and Hong Kong for the...
- Wed Jan 22, 2020 6:27 am
- Forum: General Discussion
- Topic: FX Volumes
- Replies: 1
- Views: 7445
FX Volumes
I'm struggling to understand the volumes in the FX data.
For example, on USDCAD:
20190718 01:03:00,1.30561,1.30565,1.30557,1.30558,64.5
What is the 64.5? Is it in units of 1000 or 1000000 ?
Thx
For example, on USDCAD:
20190718 01:03:00,1.30561,1.30565,1.30557,1.30558,64.5
What is the 64.5? Is it in units of 1000 or 1000000 ?
Thx
- Tue Nov 12, 2019 12:58 am
- Forum: Global
- Topic: US Stock Tick Data
- Replies: 0
- Views: 116810
US Stock Tick Data
What is the source for the tick data for US equities? Is it NBBO?
Also, I just see bid/ask/bid volume/ask volume , but nothing on last trade which I understand that stock tick data should have (otherwise it is just the order book and no trades...).
Also, I just see bid/ask/bid volume/ask volume , but nothing on last trade which I understand that stock tick data should have (otherwise it is just the order book and no trades...).
- Mon Nov 11, 2019 8:51 am
- Forum: General Discussion
- Topic: Exclude out of hours data
- Replies: 3
- Views: 10733
Re: Exclude out of hours data
It happens with Hang Seng Index data (using 1-minute intervals), some random datapoints before 9.30am and after 4pm.
- Sun Nov 10, 2019 11:37 pm
- Forum: General Discussion
- Topic: Exclude out of hours data
- Replies: 3
- Views: 10733
Exclude out of hours data
For stock indices, the data includes several quotes before and after official trading hours. How can I exclude these from the data download?
- Fri Mar 15, 2019 9:17 am
- Forum: Issue/Bug tracking
- Topic: Missing Stock Codes
- Replies: 1
- Views: 9058
Missing Stock Codes
I just purchased TickStory but looking through the stock listing there are almost no stock codes - zero for the US and only a handful for Europe. How do I access historic data for US tickers?
Thx
Thx