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Date/Time: Mon, 25 Nov 2024 07:47:27 +0000



Post From: Countinuous Futures Contract replay issue

[2014-01-19 12:02:37]
User42282 - Posts: 41
Good news, it is a problem with data, not with replay itself. Data redownload didnt help though.
Log says:
Volume based rollover from NQZ7 to NQH8 occurs at 0 | 2014-01-19 02:53:59
So the rollover is not determined correctly, xxZ7/xxH8 is the point where replay stops. It works correctly when "Date rule rollover" is selected.
Nice weekend to you all
Mirek