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IB M1 historical data - last hour of each day corrupted?
#471044
02/17/18 02:38
02/17/18 02:38
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Joined: Sep 2017
Posts: 235
Hredot
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Posts: 235
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When downloading M1 historical data for some assets, often the last hour of every day comes out as a constant value (which could jump to 1000 even when the price itself is like 52.3) instead of the price data. Do other people encounter the same problem? Did I set a wrong parameter somewhere, or is this just how it is with IB? Any workarounds?
Last edited by Hredot; 02/17/18 02:40.
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Re: IB M1 historical data - last hour of each day corrupted?
[Re: Hredot]
#471082
02/19/18 00:28
02/19/18 00:28
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Joined: Nov 2017
Posts: 39 Germany
easyX
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Newbie
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Posts: 39
Germany
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Re: IB M1 historical data - last hour of each day corrupted?
[Re: Hredot]
#471095
02/19/18 16:52
02/19/18 16:52
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Joined: Sep 2017
Posts: 235
Hredot
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OK, it turned out that it was not the last hour being corrupted, but actually the time period where market data appeared every day in the file was inconsistent. So one cannot just cut out a fixed time frame each day from the downloaded data. See my new post for details.
Last edited by Hredot; 02/19/18 16:52.
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