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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Zero volume in historical candels
Author Topic: Zero volume in historical candels (1 messages, Page 1 of 1)

tarasov
-Interested User-
Posts: 12
Joined: Oct 24, 2020


Posted: Dec 7, 2021 04:24 AM          Msg. 1 of 1
Hello.
I'm requesting historical 1 minute candles since the very beginning, so I'm using requests like this:
HIT,WIN#,60,20010101 000000,20211206 235959,,,,1,H_0000000000,100,s,0

For three instruments (WIN#, EB#, RDX#) in column 'Period Volume' I'm getting 0 for the some first rows. Here are numbers of zero volume rows and date range for this data:
EB#, 24952, 2006-06-05 17:03:00, 2006-08-16 18:30:00
WIN#, 165668, 2008-08-04 12:03:00, 2009-12-11 20:16:00
RDX#, 442, 2016-07-28 06:49:00, 2016-09-16 13:28:00

I don't have old files now, but I remember that I loaded the same data a few months ago and the data was full, without any zero volume rows.
Is it the correct situation?
 

 

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