a gap in IB data

Discussion in 'Data Sets and Feeds' started by hermit_trader, Nov 21, 2005.

  1. I use the data from IB in AmiBroker.

    I notice the data of eurex futures such as ESX50 extended to 9PM. But it only traded to 7PM. So there is a hugh gap between last trading day and today. Does anyone know why? It started to be so only recently.

    I post a chart here.
  2. Possibly something to do with Amibroker and your PC timezone setup. On the chart, the open is shown at 8AM when it should be 9AM CET. Did the problem start with the changeover to summer time ?

    As far as I can see the IB data is OK.
  3. Thanks!

    I am in the UK so 8AM is the local time when it started to trade.
    I have been using Ami with IB data for few months, it was OK up to last Friday.
  4. Only other thing I can think of is that Eurex has extended it's trading hours for DAX, ESTX, starting today (close at 22:00 CET) - see the Eurex website. I'm not familiar with Amibroker, but maybe they have made some change to accomodate this and things will be OK tomorrow with the extra 2 hours of data.
  5. Oh! I know what is happening.

    Are the German workaholic?