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San Diego
Experience: None
Platform: Sierra Chart
Trading: CL
Posts: 28 since Dec 2017
Thanks Given: 43
Thanks Received: 7
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Hello, may I get some quick help from some experienced hands?
I recently purchased tick data from Kibot ( Kibot - Historical Intraday Data). I found some issues with their data. 1. There are a lot of ticks with 0 volume (not shown here). 2. There are a lot of big price jumps. Below is an example for CL data.
Three big jumps are observed, which are marked with "**". The price dropped from 60.83 to 60.66 and then jumped back to 60.72. Is that due to the order of the ticks are wrong? Thanks a lot!
03/14/2018,10:30:00,60.8,2
03/14/2018,10:30:00,60.8,3
03/14/2018,10:30:00,60.81,1
03/14/2018,10:30:00,60.82,1
03/14/2018,10:30:00,60.83,1
03/14/2018,10:30:00,60.83,1
03/14/2018,10:30:00,60.66,1 **
03/14/2018,10:30:00,60.72,1
03/14/2018,10:30:00,60.76,1
03/14/2018,10:30:00,60.76,1
03/14/2018,10:30:00,60.76,1
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