At a bit of a loss here. I started investigating this as I was getting errors in my fills for my strategy, but quickly realised my chart for whatever reason isn't matching up to the underlying data in the db.
Note the attached screenshot. I have 1 min chart of DCAR for 20-feb. Looking at the data around the open at 9:30am.
I've checked the chart and it's input series is 1 min LAST.
Looking at the historical data database (refer attachment), I can see around this time on the chart at 9:01am in the DB we have OHLC all at $3.30. There are no bars that match this on the chart at this time. Also, looking at data around this time, nothing I can see seems to match up.
I also confirmed that the underlying tick data matched the 1 min data in the DB also.
Please help me understand what the problem here is. thanks.
Note the attached screenshot. I have 1 min chart of DCAR for 20-feb. Looking at the data around the open at 9:30am.
I've checked the chart and it's input series is 1 min LAST.
Looking at the historical data database (refer attachment), I can see around this time on the chart at 9:01am in the DB we have OHLC all at $3.30. There are no bars that match this on the chart at this time. Also, looking at data around this time, nothing I can see seems to match up.
I also confirmed that the underlying tick data matched the 1 min data in the DB also.
Please help me understand what the problem here is. thanks.
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