Greetings,
I have a small C# program that pulls history for the S&P 500 e-mini from the history server via the ActiveX API. (ES Z3). I loop through the data writing each bar to a file. I run my program twice and then compare the results I get significant differences in the data. I'm seeing missing bars as well as bars that have different values in all of the fields. dClose, dOpen, dHigh etc. Is this normal? I would have expected the history servers to always return SAME data. Any insight would be appreciated.
regards,
I have a small C# program that pulls history for the S&P 500 e-mini from the history server via the ActiveX API. (ES Z3). I loop through the data writing each bar to a file. I run my program twice and then compare the results I get significant differences in the data. I'm seeing missing bars as well as bars that have different values in all of the fields. dClose, dOpen, dHigh etc. Is this normal? I would have expected the history servers to always return SAME data. Any insight would be appreciated.
regards,
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