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I tried getting quotes for $TICK and $TRIN from TD Ameritrade. They do not return HIGH/LOW for those, so the high/low is just from the time you started getting the quotes. As for NaN, (invalid value basically), I was unable to get that. Which MT version are you using?

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sorry for not getting back to you earlier. was tied up so couldn't check during the day. there is definitely something wrong with the $TICK data coming from TDA. I compared to other sources. Does not seem to be in the right range. I am checking with their people about it now.

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