On the 28/4/2009 (last week) there is half a day of data missing for the symbol BIX.XO (S&P Bank Index).
From 12:00 to the end of day you get the same line of data for the entire day. As can be seen in the following sample. My questions are:
1) Is it a common practice in DTN to fill up missing rows this way?
2) Since the missing data is from last week and since BIX.XO is a major index I was hoping DTN will correct and fill the missing data.

Tamir

04/28/2009,12:03,96.120,96.120,96.120,96.120,0
04/28/2009,12:04,96.120,96.120,96.120,96.120,0
04/28/2009,12:05,96.120,96.120,96.120,96.120,0
...
...
04/28/2009,16:04,96.120,96.120,96.120,96.120,0
04/28/2009,16:05,96.120,96.120,96.120,96.120,0
04/28/2009,16:06,96.120,96.120,96.120,96.120,0

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Tamir

IQFeed's minute data never "fills in" gaps. All minute data is built from tick data and if there is no tick data for a specific timeframe, then there will be no minute data either.

Looking at tick data, it looks like there are trades stored for this timeframe that are all at the same price. This would normally indicate that the data was received this way from the exchange.

I have submitted this to our market data team for verification and correction (if applicable).

Our market data team verified that these trades did come from the exchange but that they are not valid trades. Unfortunately, the exchange is not able to provide us with correct data for this timeframe. We will delete the data for this timeframe from our history servers since it is invalid.
Edited by DTN_Steve_S on May 8, 2009 at 09:38 AM