Hello,

sorry if I disturb you but I see this strange thing asking for daily bars

I make this request:

HDX,@ESU13,5000,1,HDX$1

5000 is just a big number, to say: "give me all that you have!".


HDX$1,2012-06-15,1312.00,1312.00,1312.00,1312.00,0,0,
HDX$1,2012-06-18,1315.25,1315.25,1315.25,1315.25,0,0,
HDX$1,2012-06-19,1325.00,1325.00,1325.00,1325.00,0,0,
HDX$1,2012-06-20,1325.00,1325.00,1325.00,1325.00,0,0,
HDX$1,2012-06-21,1292.50,1292.50,1292.50,1292.50,0,0,
HDX$1,2012-06-22,1300.75,1300.75,1300.75,1300.75,0,0,
HDX$1,2012-06-25,1305.00,1280.75,1305.00,1280.50,150,0,

The first bars have zero volume. And this is OK.

Then there is the first bar with volume != 0. But it has a low of 1280.75,
which is the second field, but a close of 1280.50

How is it possible that the low is greater than the close?

According to the API manual the fields are in this order: H, L, O, C...

what am I doing wrong? There are other examples of this.

Regards,
mfgteam.

Hello, the close field in our daily history is actually the settlement value for symbols that have settlements.

Since settlements are not always directly related to the range of trading on a single contract, it is possible for the settlement to fall outside the range of the High and Low. In these cases we do not stretch the high/low to accommodate the settlement value.

thank you, I will update my parsing algorithm to handle this.