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»Forums Index »NEW IQFEED FORUMS »Data Questions »Strange TTF natural gas data
Author Topic: Strange TTF natural gas data (1 messages, Page 1 of 1)

honeycomb
-Interested User-
Posts: 1
Joined: Mar 25, 2024
Posted: Mar 25, 2024 04:56 AM          Msg. 1 of 1
The TTF natural gas futures seem to have very low volume and missing bars when requested via the API.

Eg, on March 22nd Fri around 1230 New York / 1730 Amsterdam time, when I send this:
HIT,QTTFJ24,60,20240322 122000,20240322 124000,,,,0,TEST,100,s,0

I get back only two bars, with volumes of 1:
TEST,LH,2024-03-22 12:32:00,27.380,27.380,27.380,27.380,352,1,0,
TEST,LH,2024-03-22 12:27:00,27.525,27.525,27.525,27.525,351,1,0,

Meanwhile, IB shows volume in the hundreds/minute between 1220 and 1240 that day.

Would appreciate any insight into what may be going on! Thank you.


File Attached: ib ttf.png (downloaded 140 times)
 

 

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