I was downloading 10 days worth of fdax AX 1!-DT data on Friday night, which gave me the 17th thru the 28th, so far so good.
The data from the 17th thru the 19th were wrong due to fact that it gave me the June contract which is traded very thinly during those dates.
Therefore rendering the data useless.
I had to split my download into the March and June contracts to get the front month traded data, doing so is a PITA.
Can this be fixed for the next rollover?
Thanks
Matt
The data from the 17th thru the 19th were wrong due to fact that it gave me the June contract which is traded very thinly during those dates.
Therefore rendering the data useless.
I had to split my download into the March and June contracts to get the front month traded data, doing so is a PITA.
Can this be fixed for the next rollover?
Thanks
Matt
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