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Large chunks of yesterday's Wall Street price data now missing - but I when I check my recording of the tick data, it is there


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Wall Street, 10-Feb-2022 17:45:22 - 17:45:30

Today the IG chart data has a gap in that period, but yesterday there was data there. ( How do I know? - because I closed a spread bet in that period and then saw it was given a strange closing price, so I looked at the data). 

In this period and a few seconds before there was high volume trading and a substantial market drop. At the time I reviewed this in the live chart and I could see 1sec interval data for each second of that period. It was there yesterday but today I look and its gone ???

I also trade using the API and get tick prices from the stream. I write that data to file. In that period I got 49 ticker updates, so there was price info available, just I as the chart showed at the time.

I also downloaded ticker data from Dukascopy and the data is there also.     

Can anyone explain where this data has suddenly gone or why IG charts do not have it but others do?  

There is in fact a even bigger gap soon after and duckascopy also has data while IG does not.  

The reason I have focused on 17:45:22 - 17:45:30 is that closed a position at 17:45:29, and yet the closing price applied was "rewound" to that for 17:45:22. The ticker data says the price had moved in 46 points, so I lost 46 points on the bet

Regards Tom 

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