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Time Bars With Only Date

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  • Time Bars With Only Date

    Greetings,

    I'm alittle foggy after 14 hours of sifting through code so forgive any idiocy displayed after this.

    I made a request for 2 weeks of 5-minute data for the Dec05 Eurodollar. I'm filling in time slots when no trades occurred and notice that occassionally (around midnight) I get bars that have no time; just a data such as "6/23/2005". Am I missing something - why the variance?

    Thanks ,

    Jason
    a.b.

  • #2
    Do those bars come back without any trade data as well? If their was not a trade, I could see that as being the case, since the time on the record indicates when the trade (or quote) took place.

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