Message-ID: <385494d8-6743-ca19-3c00-e947fa2cb768@organicfoodmarkets.com.au>
Date: 2020-01-22T04:10:43Z
From: Stephen Choularton
Subject: data differs
Hi
I am studying the spread between a couple of interest rate futures on
the ASX using R and IB
The futures are IR and IT.
This data line is produced by a callback looping on them at 4:30 pm when
trade finishes:
time ->? 2020-01-21 16:29:59.818593 last IR -> 99.19 last YT -> 99.26
spread ->? -0.0700000000000074
This data is produced by a call to reqHistoricalData for close yesterday
(21 Jan)
?????????????????????????????????? last IR ->? 99.2 last YT ->? 99.29
spread ->? -0.01993848
I know they are 'similar' but is it normal for them to differ?
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Regards
Stephen Choularton PhD, FIoD
0413 545 182