I got problem with downloading some symbols data from my eSignal OnDemand data source. Specifically Wheat (ZW) and Natural Gas (NG) both daily and minutely. After some experimentations (download data via MultiCharts DT, export, convert into NT format, import) I found that problem is caused by two things.
- NT has problem if, for example, Open is bigger than High or lower than Low. The same with Close value. What about to do some simple heuristic like
Code:If Open > High Then Swap(Open, High)
- NT has problem with duplicated bars (by same datetime value). Shouldn't be better to rather ignore duplicated bar if values are same for all OHLCV?
Is it the problem of unsuccessful download? In my opinion it is better to try to repair this few broken data than let fall whole download process.
I attach Print Screen of my downloaded NG daily data. ZW is completely empty.
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