Support Board
Date/Time: Tue, 26 Nov 2024 03:55:30 +0000
Post From: CTS historical data after 1107 update
| [2014-03-20 03:55:06] |
| dominikos - Posts: 106 |
|
Actually, I was wrong, this is the log. My SC still shows only two days on the chart, 3/18 and 3/19. Volume based rollover from CL.20140300.CME_NY to CL.20140400.CME_NY occurs at 2014-02-18 | 2014-03-19 22:52:47 Volume based rollover from CL.20140400.CME_NY to CL.20140500.CME_NY occurs at 2014-03-18 | 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: Performing continuous futures contract back adjustment calculations. | 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140300.CME_NY Open price on 2014-02-18 is 100.32. | 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140400.CME_NY Open price on 2014-02-18 is 100.12. | 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140300.CME_NY price difference to CL.20140400.CME_NY is -0.2. | 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140400.CME_NY Open price on 2014-03-18 is 97.97. | 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140500.CME_NY Open price on 2014-03-18 is 97.46. | 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140400.CME_NY price difference to CL.20140500.CME_NY is -0.50999999. | 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: Back adjust amount for symbol CL.20140300.CME_NY is -71. | 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: Back adjust amount for symbol CL.20140400.CME_NY is -51. | 2014-03-19 22:52:47 Socket closed. No error. | 2014-03-19 22:53:00 SSL shutdown indicates not able to send 'close notify'. | 2014-03-19 22:53:00 The SSL socket was shut down. | 2014-03-19 22:53:00 The SSL socket object has been freed. SSL state is now disconnected. | 2014-03-19 22:53:00 Socket has been shutdown and closed. | 2014-03-19 22:53:00 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-03-19 22:53:00 CTS FIX Historical Data: Disconnected. | 2014-03-19 22:53:00 |
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