Current location - Trademark Inquiry Complete Network - Futures platform - Why are the data of futures high-frequency trading missing at some time points in the WIND database? What's the special meaning or is the data department complete?
Why are the data of futures high-frequency trading missing at some time points in the WIND database? What's the special meaning or is the data department complete?
This depends on the specific data. There may be no deal, or there may be a lack.
Some software (such as wdz program of Micro-investment) can automatically fill in the time of non-trading when outputting stock data, which can ensure the integrity of the data and facilitate subsequent testing or analysis.