Hi everybody I am using OpenQuant software for my strategies and I am using it with data from OpenTick.com. I have tried several strategies and OpenTick.com seems to provide good data for 5-min bars so far (the only one I have downloaded b4).
Now I am trying different strategies which require Tick data, I downloaded the march contract for the 5$ mini-dow. I plot all this data with the software and there seems to be some corrupt ticks which are making candlesticks 200pt range (5min candlesticks) for at least 3-days in the dates from Feb 2 - March 11.
I am wondering if anybody has tried tick data in OpenTick and if it is reliable. I went down to the data in the Data feature of the software and there are trades recorded on the same second with differences in range of 200 pts. Any comments on this?
Now I am trying different strategies which require Tick data, I downloaded the march contract for the 5$ mini-dow. I plot all this data with the software and there seems to be some corrupt ticks which are making candlesticks 200pt range (5min candlesticks) for at least 3-days in the dates from Feb 2 - March 11.
I am wondering if anybody has tried tick data in OpenTick and if it is reliable. I went down to the data in the Data feature of the software and there are trades recorded on the same second with differences in range of 200 pts. Any comments on this?
