Discrepancies in TW futures data

[futurespure]

i only discovered this when i compared the daily charts of TW Q5-SI and TW 1!-SI.

The taiwan contract opens at 8.45am and close at 7pm with a 1 hour break at 1.50-2.45pm.

The TW 1!-SI chart behave correctly by using the opening price of 8.45am and closing price of 7pm along with the day high and low.

However TW Q5-SI uses the days highs and lows but plots the opening price by using 2.45pm.

The quote window of both also show the opening price of 2.45pm.

Is there anyway to get TW Q5-SI to use the opening price at 8.45am?

[eSignal_MichaelA]

Taiwan Futures opening Prices

Futurespure,

I have checked the data in question and verified that "TW Q5-SI" is using another time beside the 8:45am open for the Opening price. It appears to be using a time around Midnight PST for the opening price. I will check with our Quality Assurance department to see what time is actually used and if this can be changed to reflect the actual open of 8:45am.

Thank you,

Michael A.
eSignal Support

[futurespure]

Wrong time and data also found in SGX Nikkei

Thanks Michael for verifying it. I just realised that SGX Nikkei 225 (NI U5-SI and NI 1!-SI) also faced the same problem.

SGX Nikkei 225 official opening time is 7.45am singapore time, but the 1min or any other timing chart only starts at 8am. 15 mins of data is lost everyday.

The opening price is also questionable during the trading hours. It is definitely not the 7.45 or 8am price. It actually takes a break from 10.15am to 11.15am, so it could be that reopening price at 11.15am. But i can't be sure. Then the market closes at 2.30pm and reopens again at 3.30pm and this time the daily chart candle wipes out all the data from the whole morning and replaces it with a new candle that starts from 3.30pm as if the morning trading never happened!

Please help!