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heybitch has contributed to 2 posts out of 21185 total posts (0.01%) in 1,262 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Bug in continuous ticks Nov 20, 2020 04:17 AM (Total replies: 0)

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.

Data and Content Support » @LE#C prices Nov 14, 2020 11:18 AM (Total replies: 1)

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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