TDA future data gap on Sep 24

Just found that there is gap between 3:45AM and 4:19AM (PST) on Sep 24 for futures at TDA. Both API downloaded data and TOS are the same. For example, here is the /ES:

09/24/20 03:44 3233 3233.75 3232.75 3233.5 224

09/24/20 03:45 3233.5 3234 3233 3234 91

09/24/20 04:19 3229.25 3229.5 3229 3229 224

09/24/20 04:20 3229.25 3229.25 3226.5 3227 2678

09/24/20 04:21 3227.25 3227.5 3226.5 3226.5 372

I checked yahoo finance, there is no such gap. I am wondering what's going on at TDA, and has some doubt on the quality of data from it.

Submitted October 04, 2020 at 12:36PM by perdpg
via https://ift.tt/2So4131

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