Support Board
Date/Time: Sat, 01 Mar 2025 12:22:59 +0000
Post From: Futures Contract Rollover Data Loading Issues
| [2021-09-24 19:17:04] |
| User873664 - Posts: 14 |
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When looking at a intraday chart of the MES as well as the ES futures contracts, the chart seems to not be loading correctly the data from the previous contracts. The first issue is some blocks of data seems to be missing. A specific case I can see of this is for F.US.EPZ21 symbol, using 'Continuous Futures Contract - Date Rule Rollover' or 'Continuous Futures Contract - Volume Based Rollover'. There is one candle at 2021-04-25 15:00 and then the next candle starts at 2021-06-09 13:30, causing a gap in the chart of 0.8% and a couple months missing. Second issue is not all data is loading. I selected 2000 days to load and the last data on the chart is 2021-03-10. |