I have issues with subscribing to 1 min bar updates (ohlc) via a timeseries subscription via the .net API (ThomsonReuters.Desktop.SDK.DataAccess).
It currently mainly shows for Hongkong futures - with European and Japanese Futures the 1 min data updates are pushed correctly.
Please see a my version of the 1 min ohlc char I get from the subscription:
As you see, the bars are incomplete and the gaps between bars are too big for such a liquid futures market.
This is the code I use to subscribe to the 1 min data:
Currently, I am subscribing these symbols:
What is really strange to me, is that it works with European and Japanese rics but not with Hongkong futures.
Any idea on how to improve this?
Thanks for your support.