Clearing Weird Contract Prices

[craigmediaservices]

I got a price spike warning today that was actually valid. I have these prices pulling for CLP 2020409 contracts.

2024-01-24 06:00:00 917.60 917.60 917.60 917.60 0
2024-01-25 06:00:00 916.42 916.42 916.42 916.42 0
2024-01-26 06:00:00 931.19 931.19 931.19 931.19 0
2024-01-29 06:00:00 936.77 936.77 936.77 936.77 0
2024-01-30 06:00:00 939.32 939.32 939.32 939.32 0
2024-01-31 06:00:00 939.32 939.32 939.32 939.32 0
2024-02-01 06:00:00 939.67 939.67 939.67 939.67 0
2024-02-02 06:00:00 956.11 956.11 956.11 956.11 0
2024-02-05 06:00:00 963.76 963.76 963.76 963.76 0
2024-02-06 06:00:00 955.20 955.20 955.20 955.20 0
2024-02-07 06:00:00 960.34 960.34 960.34 960.34 0
2024-02-08 06:00:00 972.38 972.38 972.38 972.38 0
2024-02-09 06:00:00 976.75 976.75 976.75 976.75 0
2024-02-12 06:00:00 977.33 977.33 977.33 977.33 0
2024-02-13 06:00:00 976.66 976.66 976.66 976.66 0
2024-02-14 06:00:00 964.13 964.13 964.13 964.13 0
2024-02-15 06:00:00 972.29 972.29 972.29 972.29 0
2024-02-16 06:00:00 975.99 975.99 975.99 975.99 0
2024-02-20 06:00:00 966.09 966.09 966.09 966.09 0
2024-02-21 06:00:00 974.28 974.28 974.28 974.28 0
2024-02-22 06:00:00 982.03 982.03 982.03 982.03 0

That's pretty far off, as the actual price is about 0.001.

This is from the forward contract:

2024-02-16 23:00:00 0.001025 0.001025 0.001025 0.001025 0.0
2024-02-19 23:00:00 0.001025 0.001025 0.001025 0.001025 0.0
2024-02-20 23:00:00 0.001035 0.001035 0.001035 0.001035 0.0
2024-02-21 23:00:00 0.001026 0.001026 0.001026 0.001026 0.0
2024-02-22 23:00:00 0.001018 0.001018 0.001018 0.001018 0.0
2024-02-23 23:00:00 0.001017 0.001017 0.001017 0.001017 0.0
2024-02-26 23:00:00 0.001009 0.001009 0.001009 0.001009 0.0
2024-02-27 23:00:00 0.001015 0.001015 0.001015 0.001015 0.0
2024-02-28 23:00:00 0.001020 0.001020 0.001020 0.001020 0.0
2024-02-29 23:00:00 0.001031 0.001031 0.001031 0.001031 0.0
2024-03-01 23:00:00 0.001032 0.001032 0.001032 0.001032 0.0
2024-03-04 23:00:00 0.001022 0.001022 0.001022 0.001022 0.0
2024-03-05 23:00:00 0.001017 0.001017 0.001017 0.001017 0.0
2024-03-06 23:00:00 0.001012 0.001012 0.001012 0.001012 0.0
2024-03-07 23:00:00 0.001015 0.001015 0.001015 0.001015 0.0
2024-03-08 23:00:00 0.001037 0.001037 0.001037 0.001037 0.0
2024-03-11 23:00:00 0.001031 0.001031 0.001031 0.001031 0.0
2024-03-12 23:00:00 0.001039 0.001039 0.001039 0.001039 0.0
2024-03-13 23:00:00 0.001054 0.001054 0.001054 0.001054 0.0
2024-03-14 23:00:00 0.001059 0.001059 0.001059 0.001059 0.0
2024-03-15 23:00:00 0.001057 0.001057 0.001057 0.001057 0.0
2024-03-18 23:00:00 0.001051 0.001051 0.001051 0.001051 0.0
2024-03-19 23:00:00 0.001031 0.001031 0.001031 0.001031 0.0
2024-03-20 23:00:00 0.001025 0.001025 0.001025 0.001025 0.0

So the weird pricing hasn't made it into my adjusted price series.

Loading the 202409 contracts in IBKR, my data is clearly wrong. Not sure how that showed up.

What is the normal procedure for dealing with this? Is there a method for manually deleting the bad contract data?

Thank you!

[craigmediaservices]

Seemed to clear on their own with later updates, though I couldn't replicate the data source at IBKR.