Futures data quality
1 replies
Robert Gergelyi
2 years ago #274621
Hi,
I subscribed for 6 month of 1 minute futures data yesterday.
Looking at the data quality you can see plenty of gaps etc. I have the feeling that this data is poor quality. Even the built in quality checker confirms that. Am I doing something wrong or is this data really this bad quality, please.
I paid money for this..I would expect some quality.
Thanks, Robert
tomas262
2 years ago #274652
Hello,
the SP contract is very thinly traded. Only few hundreds contracts every day which makes the data noncontinuous hence the gaps you see
ES is a lot better alternative – the E-mini SP
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