While backtesting on ZC I noticed that there is an historical data error for the ZC instrument, on the ZC 07-07 contract, which occurs over two days: 5/16/2007 and 5/15/2007. Starting with the first entries on 5/15/2007, the price is shown as 3.75 for corn, from 4:30 PM PST until 11:49 PM PST on that day (the previous price range was 371.50, so it appears to be some kind of decimal error I believe). The error then continues on 5/16/2007, from 12:01 AM PST to 4:00 AM PST, and then at 7:30 AM PST it resumes correct pricing at 370.25. This is obviously causing a major problem with any backtesting or charting during this period, and I'm surprised that it hasn't been corrected yet on the historical data servers. I'm aware that I can go in and delete these rows to remove the faulty data, but is Ninja planning to correct or remove the pricing from the historical servers at any point?
Regards,
Andrew
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