No OHLC data for CLZ2 (1 minute bars).

d.alishev
d.alishev
in DSS

Hello,

I downloaded history market data for instrument CLZ2 (1 minute bars). There are empty fields (Open, High, Low, Last) for some bars:

#RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Open,High,Low,Last,Volume
CLZ2,,Market Price,2022-08-22T00:01:00.000000000Z,-4,Intraday 1Min,88.6,88.6,88.59,88.59,4
CLZ2,,Market Price,2022-08-22T00:02:00.000000000Z,-4,Intraday 1Min,88.59,88.6,88.59,88.6,4
CLZ2,,Market Price,2022-08-22T00:04:00.000000000Z,-4,Intraday 1Min,88.55,88.55,88.54,88.54,5
CLZ2,,Market Price,2022-08-22T00:05:00.000000000Z,-4,Intraday 1Min,88.54,88.54,88.45,88.45,24
CLZ2,,Market Price,2022-08-22T00:06:00.000000000Z,-4,Intraday 1Min,88.5,88.5,88.5,88.5,3
CLZ2,,Market Price,2022-08-22T00:07:00.000000000Z,-4,Intraday 1Min,,,,,1
CLZ2,,Market Price,2022-08-22T00:10:00.000000000Z,-4,Intraday 1Min,,,,,23

Why OHLC fields are empty and the Volume field is not?

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @d.alishev

    Thanks for reaching out to us.

    I got the same data as yours.

    #RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Open,High,Low,Last,Volume,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks
    CLZ2,,Market Price,2022-08-22T00:01:00.000000000Z,-4,Intraday 1Min,88.6,88.6,88.59,88.59,4,2,88.63,88.65,88.56,88.57,108,88.67,88.67,88.6,88.6,95
    CLZ2,,Market Price,2022-08-22T00:02:00.000000000Z,-4,Intraday 1Min,88.59,88.6,88.59,88.6,4,2,88.57,88.59,88.55,88.57,92,88.6,88.61,88.58,88.61,74
    CLZ2,,Market Price,2022-08-22T00:03:00.000000000Z,-4,Intraday 1Min,,,,,,,88.58,88.6,88.58,88.58,83,88.61,88.63,88.61,88.62,105
    CLZ2,,Market Price,2022-08-22T00:04:00.000000000Z,-4,Intraday 1Min,88.55,88.55,88.54,88.54,5,3,88.58,88.58,88.5,88.5,149,88.62,88.62,88.53,88.54,201
    CLZ2,,Market Price,2022-08-22T00:05:00.000000000Z,-4,Intraday 1Min,88.54,88.54,88.45,88.45,24,8,88.5,88.54,88.45,88.46,193,88.54,88.56,88.46,88.49,165
    CLZ2,,Market Price,2022-08-22T00:06:00.000000000Z,-4,Intraday 1Min,88.5,88.5,88.5,88.5,3,1,88.46,88.55,88.46,88.54,149,88.49,88.58,88.49,88.58,146
    CLZ2,,Market Price,2022-08-22T00:07:00.000000000Z,-4,Intraday 1Min,,,,,1,,88.54,88.58,88.54,88.56,96,88.58,88.62,88.57,88.6,80
    CLZ2,,Market Price,2022-08-22T00:08:00.000000000Z,-4,Intraday 1Min,,,,,,,88.56,88.58,88.53,88.54,135,88.59,88.61,88.56,88.57,154
    CLZ2,,Market Price,2022-08-22T00:09:00.000000000Z,-4,Intraday 1Min,,,,,,,88.54,88.56,88.53,88.54,37,88.57,88.58,88.55,88.57,75
    CLZ2,,Market Price,2022-08-22T00:10:00.000000000Z,-4,Intraday 1Min,,,,,23,,88.55,88.56,88.5,88.51,63,88.57,88.58,88.52,88.55,102

    However, as this forum is more for programming-type queries, rather than content queries.

    Please contact the Tick History support team directly via MyRefinitv to verify the extracted data. This way the support team can work closely with you and verify the data.

    Sorry for this inconvenience.

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