I tried to get the market data of LCOc1. I got the count field just like below. What does the count field mean? why all -1.0 except the last row?
@Alex Putkov.1
For exchange traded instruments COUNT represents the number of trades within the time interval. For some reason for futures it is not aggregated into interday intervals. You can retrieve it for intraday intervals, e.g.
ek.get_timeseries('LCOc1',interval='minute',count=30)
Thanks for your reply