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Date/Time: Mon, 28 Oct 2024 08:57:33 +0000



Post From: Missing data EUREX

[2023-09-18 18:24:28]
User120666 - Posts: 46
I'm not sure you're understanding what I'm saying? Did you actually read the prior message?

ALL settings are the same, but NO OTHER expiry has ever seen this issue with half a day's data on expiry Friday. I understand that the September contract expires at midday (ALL expiries occur at midday), but that's why I just sent you the screenshot showing how on that 3rd Friday in June, that contract ALSO expired at midday on that Friday, BUT ALL THE DATA FOR THE WHOLE SESSION IS STILL VISIBLE.

That is just one example - you can choose ANY expiry going back in history - but the point remains the same, which is that with the continuous contract displayed, ALL data will be visible... NEVER will there be half a day visible on a Friday (check for yourself on ANY OTHER expiry date), so why is there now only half a day visible last week on the expiry?

Again, as the screenshots show, this is the DECEMBER contract displayed (NOT September), on a continuous basis going backward.

So again, for the 3rd time of asking: 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 18:27:50