When I look in the "Available Data" in the window of Market Replay, I have all days between, 12/12/2014 and 01/27/2015. See below:
ES 03-15 02/01/2015 0:00 28/01/2015 10:43 06/01/2015 8:52 22/01/2015 16:31
L1 Begin L1 End L2 Begin L2 End
02/01/2015 0:00 02/01/2015 17:15
05/01/2015 0:00 05/01/2015 23:59
06/01/2015 0:00 06/01/2015 23:59 06/01/2015 8:52 06/01/2015 16:17
07/01/2015 0:00 07/01/2015 23:59 07/01/2015 9:29 07/01/2015 17:15
08/01/2015 0:00 08/01/2015 23:59 08/01/2015 0:00 08/01/2015 23:59
09/01/2015 0:00 09/01/2015 17:36
11/01/2015 16:00 11/01/2015 23:59
12/01/2015 0:00 12/01/2015 23:59
13/01/2015 0:00 13/01/2015 23:59
14/01/2015 0:00 14/01/2015 23:59
15/01/2015 0:00 15/01/2015 23:59
16/01/2015 0:00 16/01/2015 17:15
17/01/2015 14:21 17/01/2015 14:21
19/01/2015 0:00 19/01/2015 23:59
20/01/2015 0:00 20/01/2015 23:59 20/01/2015 0:00 20/01/2015 23:59
21/01/2015 0:00 21/01/2015 23:59
22/01/2015 0:00 22/01/2015 23:59 22/01/2015 14:08 22/01/2015 16:31
23/01/2015 0:00 23/01/2015 17:15
25/01/2015 17:00 25/01/2015 23:59
26/01/2015 0:00 26/01/2015 23:59
27/01/2015 0:00 27/01/2015 23:59
28/01/2015 0:00 28/01/2015 10:43
But, when I simulate the period between 01/02/2015 and 01/27/2015 some days not appear. Not appear in the data or "Time & Sales". What could be wrong? Does not have all the data for these days, even appearing in the "Available Data"?
Thanks...
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