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?