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I've been doing strategy development on GC and I've noticed that my minute data has some very weird looking bars from 1/31/2008 (start of my minute data) to around 11/20/2009. After 11/20/2009, everything looks normal.
The 23:00 bar is the last normal bar, followed by a gigantic 12:30 bar. There are no bars between 23:00 and 12:30. There are bars like this at least a couple times a month.
It's as though all the bars that should've been between 23:00 and 12:30 had their price range and volume compressed into one bar. Notice how volume is 100k+ on the huge dojis and only ~500 on the surrounding bars. There's no way that these anomalous bars represent an accurate time period of trading.
Here's the 1 minute chart:
The daily chart looks normal. It just seems like the minute data on certain days has the first half of the day compressed into one bar.
Any ideas on what's going on with that data? I'm using merge back adjusted contracts on NT.
Can you help answer these questions from other members on NexusFi?
Thanks all for the replies. Sorry for the delayed response.
I have not solved this problem in case anyone else might stumble upon this thread. I tried setting the template to Default 24/7 and the charts are the same.
I am still investigating this on my end as I work on other things. I suppose I should seek assistance directly from NT or IQFeed on this issue.
Probably not a lot of help for you, but my CQG data from 2009 looks the same as yours (in Sierra Chart, not NT) and my current year chart looks like @rleplae's chart
