I'm having some issues with my data for the SPI (ASX 200 Futures contract - APH3)
I am using interactive brokers as my data provider
Firstly, the SPI trades in two sessions 9.50am - 430pm Mon to Friday and a night session 5.10pm to 8am the next day. (It is closed from 8.01am Saturday until Monday morning 9.49am)
See below for my session manager.
The dates are incorrect when i pull this into a chart. As seen below it shows the 08/01/13 2 days in a row. Looking back across the chart it shows Every Monday as Tuesday's date. Effectively listings Tuesday's date twice. Can you assist?
As well as this, the volume data I have seems to all wrong. When I compare the volume data with the daily trading report:
The data is all wrong, My volume numbers are far too low. Can you assist?
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