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Date/Time: Thu, 27 Feb 2025 06:17:38 +0000



Post From: No data on COMEX Silver Futures (SIN21-COMEX, SIU21-COMEX)

[2021-06-19 08:25:42]
ticinotrader - Posts: 403
After a restart, the historical data was downloaded properly. I will check on Monday when the markets open, if these symbols update correctly.

May I have one extra question - maybe related:

I am constantly recording Market Depth data, the 'old' way - I have a chartbook that is running chart DOMs for all the markets I record .depth files for. Then during the weekends I backup the data.

When you introduced the new futures symbol formats (SIN21-COMEX vs SIN21), I made sure to get rid of the old symbols based on your instructions, and updated all chartbooks and do not use the old symbols anywhere since that time. All the new symbols are enabled/configured to get depth data through your historical market depth service as well.

Around 3 weeks ago, I created a new chartbook that uses long term historical and intraday charts and uses continuous contracts (Date Rule Rollover - Backadjusted). Since that time, I am getting historical market depth data for the old symbol formats as well again - so I have duplicate depth files on my computer, although I do not use the old symbols in any of my chartbooks (neither in the long term, continuous contract based chartbook). I am also getting historical (dly) datafiles both in the old and new format as well.

When I completed the backup now, I found that I had depth files recorded for the SIN21 and SIU21 for 17 June and 18 June while the SIN21-COMEX and SIU21-COMEX has not received any depth data.

Although many other symbols had depth files saved and recorded properly for both the old symbol format and the new one.

Can this be somehow related to the missing data?

Can you please suggest, how can I get rid of the old symbols entirely? I have been able to purge them previously and they havent appeared in the Data directory, until I started to use continuous contracts.

Thanks in advance.