商品早上9:00和中午13:30开盘一两秒,实盘时经常会丢失几个Tick,每天的都不一样,有时两个有时3个Tick。夜盘21:00点的基本没有丢失
导致当前Bar的开盘价都不正确。刷新后的数据又会重新补上。
请问导致该问题的原因有哪些?
rb1710
2017-08-03 09:00:02.0=09:00:01,3720,3720,3719,3720,234
2017-08-03 09:00:02.500=09:00:02,3718,3719,3718,3718,300
2017-08-03 09:00:03.0=09:00:02,3717,3719,3718,3717,694
2017-08-03 09:00:03.500=09:00:02,3719,3719,3718,3719,128
2017-08-03 09:00:04.0=09:00:03,3718,3718,3717,3718,84
2017-08-03 09:00:04.500=09:00:03,3718,3718,3717,3718,102
2017-08-03 09:00:05.0=09:00:04,3716,3718,3716,3716,158
2017-08-03 09:00:05.500=09:00:04,3718,3718,3717,3718,70
2017-08-07 13:30:01.0=13:30:00,4096,4097,4096,4096,854
2017-08-07 13:30:01.500=13:30:01,4099,4100,4099,4099,1312
2017-08-07 13:30:02.0=13:30:01,4097,4099,4097,4097,1416
2017-08-07 13:30:02.500=13:30:01,4099,4099,4098,4099,184
2017-08-07 21:00:00.0=20:59:00,4070,4070,4069,4070,2058
2017-08-07 21:00:00.500=21:00:00,4063,4068,4066,4063,2264
2017-08-07 21:00:01.0=21:00:00,4061,4066,4065,4061,3522
2017-08-07 21:00:01.500=21:00:01,4057,4064,4057,4057,1996
2017-08-07 21:00:02.0=21:00:01,4056,4063,4061,4056,1594
2017-08-07 21:00:02.500=21:00:02,4063,4064,4063,4063,1584
2017-08-07 21:00:03.0=21:00:02,4062,4063,4062,4062,754
2017-08-07 21:00:03.500=21:00:03,4064,4065,4064,4064,522
2017-08-07 21:00:04.0=21:00:03,4061,4061,4060,4061,922
2017-08-07 21:00:04.500=21:00:04,4061,4061,4060,4061,1016
2017-08-07 21:00:05.0=21:00:04,4061,4062,4061,4061,1038 |