Can you please verify data of the XGU19?

I thnik there is something wrong there. Maybe trading hours or data itself.

I believe trading hours are 02:10-22:00 CEST (= 20:10 - 16:00 EDT) but your data does not look like that.

Thank you.

6/10/2019 1:41:00 PM 12092.50 12092.50 12092.50 12092.50 1232
6/10/2019 1:44:00 PM 12090.50 12090.50 12090.50 12090.50 1233
6/10/2019 2:02:00 PM 12070.00 12070.00 12070.00 12070.00 1234
6/10/2019 8:47:00 PM 12072.50 12072.50 12072.50 12072.50 1 <------ Volume = 1 means 8:47:00 PM is ~opening time
6/11/2019 1:20:00 AM 12107.00 12107.00 12107.00 12107.00 2 <------- next trade after ~5 hours after open?
6/11/2019 1:51:00 AM 12110.50 12111.00 12110.50 12110.50 5
6/11/2019 1:52:00 AM 12111.00 12115.00 12111.00 12115.00 9
6/11/2019 1:56:00 AM 12120.00 12120.00 12120.00 12120.00 10

Similarly next opening time:
6/11/2019 3:25:00 PM 12125.50 12125.50 12125.50 12125.50 1149
6/11/2019 3:48:00 PM 12130.50 12130.50 12130.50 12130.50 1150
6/11/2019 3:59:00 PM 12129.50 12129.50 12129.50 12129.50 1151
6/12/2019 1:50:00 AM 12089.50 12089.50 12089.50 12089.50 1 <-------- Volume = 1 means 1:50:00 AM is ~opening time
6/12/2019 1:57:00 AM 12080.00 12080.00 12080.00 12080.00 3
6/12/2019 2:01:00 AM 12078.50 12078.50 12078.50 12078.50 4


Other days:
6/3/2019 3:46:00 PM 11712.50 11712.50 11712.00 11712.00 398
6/3/2019 3:52:00 PM 11720.50 11721.00 11720.50 11721.00 401
6/3/2019 3:57:00 PM 11729.50 11729.50 11729.00 11729.00 404
6/4/2019 1:32:00 AM 11729.00 11729.00 11729.00 11729.00 1 <-------- Volume 1:32:00 AM .... open
6/4/2019 1:33:00 AM 11726.00 11726.00 11726.00 11726.00 2
6/4/2019 2:02:00 AM 11734.00 11734.50 11734.00 11734.50 5


6/4/2019 3:37:00 PM 11955.50 11955.50 11954.00 11954.00 914
6/4/2019 3:42:00 PM 11957.00 11957.00 11957.00 11957.00 915
6/4/2019 3:49:00 PM 11961.50 11961.50 11961.50 11961.50 916
6/4/2019 9:12:00 PM 12000.00 12001.00 12000.00 12001.00 3 <-------- 9:12:00 PM open??????
6/5/2019 1:42:00 AM 11979.50 11979.50 11979.50 11979.50 4 <------- next trade after 5,5 hours ater open?
6/5/2019 2:02:00 AM 11970.00 11970.00 11968.00 11968.00 7

We are investigating XGU19 and I will respond the moment I have a complete answer. Please be aware the current front month is still June or XGM19 where a majority of volume is currently at.

---

Stephen Shockey
Customer Support Representative

DTN
800-779-7299
stephen.shockey@dtn.com

9110 W Dodge Rd
Omaha NE 68114, USA
www.dtn.com

These may be trades done outside regular trading hours (RTH), not via the regular electronic market. The low volume (quantity/size) highlights the difference between such trades (which are infrequent) and trades during normal trading hours.

If you run a streaming query and check the reported MessageContents and TradeCondition fields, you'll probably see that they contain codes that correspond to "Extended/Form-T Trade" (https://www.investopedia.com/terms/f/formt.asp) i.e., traded outside RTH.

Some IQFeed queries have the ability to set a filter (BeginFilterTime, EndFilterTime) that limit the reported results to a specific daily time range (for example, 9:30am to 4pm) - you can set it up so that extended trades are not reported.

---

Yair Altman
IQML - IQFeed-MATLAB connector
https://UndocumentedMatlab.com/IQML

I am not a DTN employee; my post reflects my personal opinion

We have verified XGU19 data as correct.

We compared the closing bar of 6/11 and the open bar of 6/12 and confirmed this data was correct. Please keep in mind the June contract XGM19 has more than 10 times the volume of XGU19 currently.

---

Stephen Shockey
Customer Support Representative

DTN
800-779-7299
stephen.shockey@dtn.com

9110 W Dodge Rd
Omaha NE 68114, USA
www.dtn.com