Posted: Aug 09, 2023 @ 03:07 PM             Msg. 1 of 2

I have had two customers report they are seeing what appears to be a duplicate bar due to getting a Saturday bar with the same OHL but slightly different closes.

We have just seen this issue starting Monday where we are getting a Saturday bar for some reason.

It is only with the US Dollar and no other symbols.

This is how we are requesting the data for all symbols:

IDurationPtr duration = client->Subscriptions->Bars->Duration->Create_2(fromDate, toDate, GF_Api_COM::Continuity::Continuity_OneTime);
IBarDescriptionPtr description = client->Subscriptions->Bars->Description->CreateDays(1);
ISubscriptionPtr sub = client->Subscriptions->Bars->Subscribe(con->id, duration, description);

Here is a chunk of data from July 1st to today that we are receiving:
Date Open High Low Close Volume OI Settlement
8/9/2023 102.350 102.405 102.120 102.325 7,996 0 102.310
8/8/2023 101.895 102.630 101.885 102.360 11,533 0 102.340
8/7/2023 101.840 102.190 101.770 101.890 8,205 28666 101.890
8/5/2023 102.290 102.450 101.550 101.845 19,085 0 101.835
8/4/2023 102.290 102.450 101.550 101.835 8,180 28685 101.835
8/3/2023 102.415 102.655 102.175 102.350 18,985 29433 102.350
8/2/2023 101.815 102.580 101.785 102.390 15,138 30679 102.390
8/1/2023 101.660 102.225 101.620 102.085 12,795 30910 102.085
7/31/2023 101.460 101.665 101.295 101.640 12,518 30784 101.640
7/29/2023 101.480 101.825 101.095 101.450 19,687 0 101.400
7/28/2023 101.480 101.825 101.095 101.400 12,464 30958 101.400
7/27/2023 100.845 101.615 100.320 101.545 19,385 31088 101.545
7/26/2023 101.055 101.190 100.595 100.635 24,611 33701 100.635
7/25/2023 101.150 101.395 100.930 101.095 18,449 34030 101.095
7/24/2023 100.715 101.160 100.625 101.120 14,304 34682 101.120
7/22/2023 100.505 100.925 100.450 100.810 14,078 0 100.800
7/21/2023 100.505 100.925 100.450 100.800 14,265 36048 100.800
7/20/2023 99.965 100.685 99.745 100.595 13,828 39015 100.595
7/19/2023 99.650 100.245 99.605 99.990 15,091 39467 99.990
7/18/2023 99.595 99.790 99.220 99.625 13,466 40558 99.625
7/17/2023 99.665 99.865 99.450 99.565 14,607 39881 99.565
7/15/2023 99.465 99.705 99.260 99.630 18,046 0 99.605
7/14/2023 99.465 99.705 99.260 99.605 14,607 37511 99.605
7/13/2023 100.205 100.295 99.425 99.455 17,931 35315 99.455
7/12/2023 101.295 101.295 100.180 100.195 25,270 30930 100.195
7/11/2023 101.610 101.650 101.315 101.405 21,382 28467 101.405
7/10/2023 101.970 102.235 101.610 101.610 13,219 27933 101.610
7/8/2023 102.785 102.875 101.910 101.910 19,418 0 101.950
7/7/2023 102.785 102.875 101.910 101.950 13,109 26457 101.950
7/6/2023 103.025 103.275 102.605 102.865 19,418 26024 102.865
7/5/2023 102.730 103.055 102.630 103.035 21,210 25708 103.035
7/3/2023 102.645 102.955 102.415 102.630 9,362 26114 102.630
7/1/2023 103.025 103.230 102.430 102.575 12,942 0 102.585


It doesn't appear to be happening in Gain Trader, Will you please look into this for me?

Thanks

Posted: Aug 15, 2023 @ 10:29 AM             Msg. 2 of 2

I'm looking into this, but haven't found a cause yet