I am using Qlink 3.1.82 to compare intraday data between multiple products, however I have run into an issue. It only returns data for bars where there has been a trade and this may mean skipping a number of intraday bars.
The problem this causes is 2 fold. 1. It is difficult to compare data of same product as using a series Count of 50 will return different periods of data, depending on how many bars were skipped due to non trades.
2. It is not possible to easily compare 2 or more products across the same time period due to the same problem of bars being skipped. A series count of 50 will start at the same time for both but will end up out of sync at some stage and not be usable for calculations in excel.
Is there anyway around this?
Thanks in advance
The problem this causes is 2 fold. 1. It is difficult to compare data of same product as using a series Count of 50 will return different periods of data, depending on how many bars were skipped due to non trades.
2. It is not possible to easily compare 2 or more products across the same time period due to the same problem of bars being skipped. A series count of 50 will start at the same time for both but will end up out of sync at some stage and not be usable for calculations in excel.
Is there anyway around this?
Thanks in advance
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