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Date/Time: Sat, 11 Jan 2025 16:49:34 +0000



Post From: Problem with volume-based rollover

[2016-11-25 21:10:09]
skelcap - Posts: 139
Dunno if you can do anything about this, but in NIFTY (SGX CNX Nifty Index) futures you have missing daily data:

- NHG02.dly file is completely missing
- NHM02 rolls off 6/27/2002 but last .dly record is 11/30/2001
- NHU02 rolls off 9/26/2002 but last .dly record is 11/30/2001