Support Board
Date/Time: Wed, 27 Nov 2024 07:46:20 +0000
Post From: Missing data EUREX
[2023-09-18 17:19:29] |
John - SC Support - Posts: 36309 |
The reason why you are "missing" data when you have a Date Rule Rollover is that there simply is no data after that time for the U contract on September 15, 2023. And the data then picks up again at the evening start for the following trading day for the Z contract.
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