For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
69 1 1 7

No OHLC data for CLZ2 (1 minute bars).

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?

price-history
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
78.6k 248 52 74

@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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Thank you! I created the ticket related to this problem

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.