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10 day tick download Fdax wrong data

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  • 10 day tick download Fdax wrong data

    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

  • #2
    Matt,

    I downloaded the data myself and it seems that T&S doesn't read the continuation settings for 1! correctly even though the continious contract settings under Tools configured to roll over on 3rd Friday of the month.





    I am going to pass this on to our Engineers to be looked into, unfortunately I am unable to tell you when it will be fixed.
    I have tested this on our current Beta Version 10.1 which is due to be released shortly, hopefully we are able to fix this issue in one of our future releases though.

    Thank you for reporting the issue.
    Christine B.
    eSignal

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    • #3
      Thanks Christine for checking into this.

      Matt

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