Support Board
Date/Time: Wed, 27 Nov 2024 07:27:04 +0000
Post From: Missing data EUREX
| [2023-09-18 17:28:26] |
| User120666 - Posts: 46 |
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But why has this never happened for any other rollover? I've been through several expiries/rollovers now using your Denali feed and every time using the Date Rule Rollover there is complete data for the expiry Friday. You can check that yourself by looking back at every other expiry Friday (3rd Friday of March, June, September and December), and you'll see complete data for the FULL session, using the exact same 'Date Rule Rollover' settings from my earlier screenshot. Here is an example from the 16th June, which was the latest expiry/rollover before the one last week: https://www.sierrachart.com/image.php?Image=1695058306110.png - As you can see, using the same 'Date Rule Rollover' settings there is FULL data shown for that Friday, NOT a session that finishes at 12pm. But here's the screenshot from earlier showing last week's expiry, which shows the exact same settings, yet no data after 12pm: https://www.sierrachart.com/image.php?Image=1695038716539.png Again, a stock index future like FDAX should not have to be set to a Volume Based Rollover, so what is going to be done to get the data filled in properly on the normal Date Rule Rollover settings? Date Time Of Last Edit: 2023-09-18 17:34:59
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