Intraday data for ES #F=2 now fixed.
We had approximately 4000 ticks to fix since the busted trades were used by several symbols ( continuous, day, night, etc ).
Many of these corrections were done manually as we don't currently have a utility to "mass" correct the database. That's something in the works though.
Thanks.
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All has been fixed except for intraday data for ES #F=2. It's pretty time consuming fixing this large a batch of bad ticks but we will get to this last symbol ASAP today.
In the meantime, and if it helps, please use ES H3=2 as a substitute for ES #F=2
Thanks.
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I can confirm a few issues still remain from 2/4/03. Our QA group will do all they can to clean the data as much as possible.
Intraday data for ES #F and ES #F=2 still show the busted trades over 860.
Daily data for ES #F looks good but the bad high is still present on ES #F=2.
Daily high for ES H3 show 861, where as it should be 860 ( as it is for ES #F ).
All of these have been reported and will be worked on a little bit later this morning (Pacific Time).
Thanks,
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what about continuous ES #F? any corrections planned?
thanks in advance
Christine
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Hi,
We've now removed all the trades above 860. The chart still shows quite a spike after 1:00 PT but at least it looks better now. If we get word from CME to further delete during that timeframe, we'll do our best to do so.
Thanks.
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