其他品种未发现,但au合约(2012 2106)在夜盘和日盘启动时有异常bar数据:
- 夜盘启动时,多出2根bar:一根时间显示为19:46的昨日收盘价;一根为20:59的当日开盘价
2020-11-25 19:46:00: API_STABILITY_MONITOR: 379.240000, actual time 20:59:02.225194, num_bar = 556
2020-11-25 20:59:00: API_STABILITY_MONITOR: 380.540000, actual time 21:00:02.015919, num_bar = 2
2020-11-25 21:00:00: API_STABILITY_MONITOR: 380.240000, actual time 21:01:00.911799, num_bar = 3 - 日盘启动时,多出一根07:50的日盘开盘价
2020-11-26 07:50:00: API_STABILITY_MONITOR: 383.560000, actual time 09:00:02.269108, num_bar = 331
2020-11-26 09:00:00: API_STABILITY_MONITOR: 384.040000, actual time 09:01:21.557767, num_bar = 332