in my indicator i Add(instrumentName, PeriodType.Tick, 1, MarketDataType.Ask);
When I print the corresponding Times array, there is a gap in the data:
...
Ask[-90554]=4.1.2011 9:42:20
Ask[-90555]=4.1.2011 9:42:28
Ask[-90556]=4.1.2011 9:42:28
Ask[-90557]=4.1.2011 12:00:01
Ask[-90558]=4.1.2011 12:00:01
Ask[-90559]=4.1.2011 12:00:01
...
Everything works fine, there are just some (a lot) missing ticks. MarketDataType.Bid show the same gap, MarketDataType.Last are OK, without gaps. Reloading historical data doesn't help, is there antyhing else to do? Thanks.
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