Here is my problem:
I need perfect historical data on some instruments (on futures) in one-minute intervals (last) for the past few years.
So, I subscribed to Kinetick, but later I learned that Kinetick only guarantees the quality of historical data in one-minute intervals for the last two years from the current date.
Even within the last two years, I noticed some gaps in the historical one-minute data.
So, I subscribed to IQFeed, where it is explicitly mentioned on their website (unlike Kinetick) that they offer 11 years of historical data in one-minute intervals with high quality data.
However, I encountered the same problem with IQFeed, facing gaps in historical one-minute data on the few examples I tested (in fact, I found Kinetick's data quality to be more satisfactory on the few examples I tried).
I subscribed to a third-party service to obtain market replay data.
Therefore, my last chance to get perfect historical one-minute data is to convert my market replay data into historical one-minute data.
Do you have any idea how I can achieve this (through a strategy, export, algorithm, etc...)? I'm open to all solutions.
Thank you in advance.
P.S : not sure if I post in the right section (Platform Technical Support) sorry if it is not the case.
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