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Emergency Futures data miss

Dear SQ team

I find that there are several symbol with futures data was miss in date 03.15.2019~05.05.2019

Attachments
2023-02-16 092626.jpg
2023-02-16 092626.jpg
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2023-02-16 092717.jpg
2023-02-16 092717.jpg
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  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

SC
#1

fxchess

16.02.2023 02:27

Task created

PS
#2

Petr Šomek

28.02.2023 13:28

Status changed from New to In progress

PS
#3

Petr Šomek

22.03.2023 09:14
NM contract fixed - there was nonsense data before spring 2019

YR - checking now

PS
#4

Petr Šomek

23.03.2023 13:15

Status changed from In progress to Fixed

YR -  the same case as NM, fixed


delete both data before new try

PS
#5

Petr Šomek

28.03.2023 10:53

Status changed from Fixed to In progress

reopening task... 

NM,YR reverting to the original data range (from year 2009)

SC
#6

fxchess

07.04.2023 09:26
Voted for this task.
SC
#7

fxchess

07.04.2023 09:31

Attachment 2023-04-07 160309.jpg added

Attachment 2023-04-07 160442.jpg added

Attachment 2023-04-07 161529.jpg added

2023-04-07 161529.jpg
2023-04-07 161529.jpg
(567.03 KiB)
2023-04-07 160309.jpg
2023-04-07 160309.jpg
(278.95 KiB)
2023-04-07 160442.jpg
2023-04-07 160442.jpg
(323.87 KiB)
Dear Petr Šomek 

Today I retry to clean all data and re-download again

I find there are also miss data too.

I think it will cause some issue when I evaluate my strategy ranking , like stagnation days, the longest trade day and any ranking option with "date" or "days".

So, it is a big problem for strategy build.

Thank you.

E
#8

Emmanuel

07.04.2023 10:30
Voted for this task.
PS
#9

Petr Šomek

10.04.2023 16:24

Status changed from In progress to Fixed

Hello,

try it now please. I have made changes in futures data preparation and synced data now. I have tested it and I see that gap is away. test it please.

P.


SC
#10

fxchess

11.04.2023 02:17

Attachment Screenshot_2023-04-11-08-15-06-665_comandroidchrome.jpg added

Screenshot_2023-04-11-08-15-06-665_comandroidchrome.jpg
Screenshot_2023-04-11-08-15-06-665_comandroidchrome.jpg
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I have already mass delete the data and redownload it, But I find it still also gap.

Is that correct？

PS
#11

Petr Šomek

11.04.2023 07:19
Hi, I'll check it in source data, but I think that data provider is removing candles with 0 volume. I'll check it during day and notify you. 
SC
#12

fxchess

11.04.2023 08:23

Status changed from Fixed to In progress

OK, thank you very much.

I think data provider is removing candles with 0 volume is OK.

But it will cause a big gap for SQX and it maybe cause an issue when we evaluate our strategy.

PS
#13

Petr Šomek

11.04.2023 09:15

Status changed from In progress to Waiting for information

Attachment SQ-YR_M1.png added

SQ-YR_M1.png
SQ-YR_M1.png
(199.88 KiB)
I'm experimenting wih your issue. Its strange, I completely downloaded M1 data of @YR contract, but I see requested records. Attaching the screenshot. Just a question - EOD data is ok your you, you you still see a gap there? Did you really erase all data before download?
SC
#14

fxchess

11.04.2023 09:55

Attachment 2023-04-11 155453.jpg added

2023-04-11 155453.jpg
2023-04-11 155453.jpg
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OK, I do it again now and it is correct.

But I confirm that it has a gap yesterday.

In conclusion, I would like to thank you all for your hard work.

PS
#15

Petr Šomek

24.04.2023 19:20

Status changed from Waiting for information to Fixed

Votes: +3

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