Min Spread is less than zero on export
Posted: Sat Jan 27, 2024 10:33 am
I just moments ago downloaded BTCUSD and then exported it to a custom CSV with the format:
Looking a sample of the output I see this:
As you can see some of the Min Spread values are negative numbers. I don't know if this is a bug, bad data, whether I should totally ignore that column because it can't be trusted. I think for now I'll just assume anything negative as zero but I would appreciate knowing the reality behind this so I know correctly how to deal with it.
Code: Select all
{BarBeginTime:yyyyMMdd},{BarBeginTime:HH:mm:ss},{Open},{High},{Low},{Close},{Volume},{BarMinSpread},{BarMaxSpread}
Code: Select all
Date Timestamp Open High Low Close Volume Min Spread Max Spread
20170704 12:00:00 AM 2546.6 2554.3 2543.9 2554.3 11.2306000571698 0 11.4
20170704 12:15:00 AM 2551.2 2561.9 2550.9 2560 17.8153000774328 0 9.1
20170704 12:30:00 AM 2560 2569.1 2551.7 2567.7 25.8040001278277 0 10.7
20170704 12:45:00 AM 2567.8 2570.7 2559.9 2565.5 29.1118001332507 0 13.4
20170704 01:00:00 AM 2565.7 2570.5 2559.9 2566.2 15.9826000905596 0 8.5
20170704 01:15:00 AM 2566 2573.3 2560.3 2572.7 25.8159001001623 0 7.8
20170704 01:30:00 AM 2572.8 2575.8 2563.5 2575.5 7.76410003285855 0 7.6
20170704 01:45:00 AM 2575.2 2576.6 2565.1 2573.2 21.5881000955123 0 9.7
20170704 02:00:00 AM 2575.1 2579 2566 2575 17.3003000509925 0 9.1
20170704 02:15:00 AM 2577.4 2584 2572 2584 28.4337001298554 0 11.3
20170704 02:30:00 AM 2584 2587.6 2572.7 2587.6 14.5492000537924 0 9.1
20170704 02:45:00 AM 2587.6 2607.5 2587.5 2605.9 21.7363001164049 0 8.6
20170704 03:00:00 AM 2605.9 2608.4 2598.5 2608.3 20.6738000754267 0 7.6
20170704 03:15:00 AM 2608.3 2623.5 2600.5 2622.5 24.4506001002155 0 9.3
20170704 03:30:00 AM 2622.5 2624.2 2611.5 2618.5 20.3595000705682 0 7.1
20170704 03:45:00 AM 2618.5 2623.4 2611.4 2612.7 18.6836001074407 0 6
20170704 04:00:00 AM 2612.1 2620.5 2604.9 2620.5 17.8791000745259 0 6.3
20170704 04:15:00 AM 2620.2 2624.1 2617.2 2618.4 18.0135000804439 0 8
20170704 04:30:00 AM 2618.3 2619.9 2606.4 2607.4 18.0598000807222 0 4.5
20170704 04:45:00 AM 2609.6 2620.1 2606.7 2619 17.692500079982 0 5.4
20170704 05:00:00 AM 2618.8 2621.2 2610.7 2616.9 19.6084000759292 0 5.1
20170704 05:15:00 AM 2619.1 2636 2616.7 2635.3 20.7775000764523 0 6.2
20170704 05:30:00 AM 2635.6 2637.4 2623.3 2629.4 14.2103000590578 0 6.8
20170704 05:45:00 AM 2629.4 2629.4 2617.4 2621.9 14.7335000711028 0 9.2
20170704 06:00:00 AM 2620.5 2622.8 2615 2621.4 14.5279000625014 0 5.4
20170704 06:15:00 AM 2621.7 2623.6 2614.9 2619.6 18.8706000663806 -1.9 9.7
20170704 06:30:00 AM 2620.2 2625.1 2618.1 2624.6 11.9546000561677 0 6.2
20170704 06:45:00 AM 2623.5 2628.8 2620.9 2625.6 24.4566001084168 0 9.8
20170704 07:00:00 AM 2626.1 2630.7 2623.5 2627.8 21.3573000587057 0 8.5
20170704 07:15:00 AM 2625.8 2635.2 2625 2635.1 15.8005000560079 0 6.3
20170704 07:30:00 AM 2634.7 2636.4 2626.1 2630.8 15.6811000606976 0 5.9
20170704 07:45:00 AM 2630 2635.7 2629.5 2630.7 19.5175000794698 0.1 4.5
20170704 08:00:00 AM 2630.5 2631.5 2619.9 2624.1 7.98990002833307 0 9.4
20170704 08:15:00 AM 2624 2625.8 2615.6 2620.1 17.3930000937544 0 5.8
20170704 08:30:00 AM 2620 2621.8 2610.8 2615 23.9847001165617 0 8.4
20170704 08:45:00 AM 2615 2615 2599.8 2605.4 14.4093000497669 0 9.3
20170704 09:00:00 AM 2603.7 2611.5 2598.1 2605.4 12.5252000335604 -3.5 8.8
20170704 09:15:00 AM 2605.5 2610.4 2602.7 2607.5 16.5392000861466 0 7
20170704 09:30:00 AM 2608.3 2615.2 2602 2615.2 30.3673001159914 0 11.6