Substantive clearing???? - page 5
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Actually this is some nonsense.
Price ask 37300, bid 37200 and the trade was done (last) at 37250, but all these ticks have the same time,
maybe just the order is mixed up!
Need a more accurate time than milliseconds :)
Added
Sad all this
https://www.mql5.com/ru/forum/378360/page38#comment_25274147
Vladimir Mikhailov#:
Since you are collecting ticks on GAZR-12.21 could you please give the file for last Friday 15.10.2021?
Vladimir Mikhailov#:
Since you are collecting ticks on GAZR-12.21 could you please give the file for last Friday 15.10.2021?
Data for 15. f_ask/bid - futures quotes, s_ask/bid - spot quotes and ms - time in milliseconds.
Data for 15. f_ask/bid is futures quotes, s_ask/bid is spot quotes and ms is time in milliseconds.
Thank you very much
Colleagues have you compared the quotes, are there discrepancies?
I'll get right on it...
Data for 15. f_ask/bid is futures quotes, s_ask/bid is spot quotes and ms is time in milliseconds.
Vladimir!
I have no means to open the *.db file.
Could you upload the data in another format?
I'll get right on it...
Vladimir!
I have no way to open the *.db file
Could you please upload the data in another format?
I have converted it.
Question.
Why do you write asks and bids if there is no actual change?
What is the criterion for writing to the database?
Added by
Do you write the premarket as well?
How does your timing compare to the actual timing?
Your tick recording started 1634271107892 is 15.10.2021 04:11:47.892
How can that be?
Is this the real account for sure?
GAZR-12.21 ?
Thank you I will wait for the results...
Can't match because Vladimir's times don't match (see above)
Tried to match by aska and bid, no match
Requested quotes from the Exchange, but I don't think they will give it.
Compared LAST with Finam quotes - everything matches