Over the weekend I noticed that a chunk of days (4)were missing from my esignal data feed from last week.
I use just Hang Seng futures contracts (HSI)
I reloaded the March contract and still had problems with missing minutes / days, so I reloaded just the march contract then merged the February contract into March which I did at the beginning of the month.
Each month I roll ove the historical data and place that in the current contract
I can see all the data now.
The problem I now have is when running the strategy analyser for a bunch of strategies and extracting out the trades to excel to compare performance on a weekly basis from Jan09, I find that the data is different from the previous week and now I don't know what dataset is correct..?
For example, when running the strategy analyser between JAN09 - MAR09 the first trade entered the market at 11:06 on Jan 2nd with entry price of 14888. The new dataset I had to reload shows the same trade entering the market at 13706...??
How can I fix this issue?
Thanks
Leonie
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