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Date/Time: Tue, 26 Nov 2024 08:27:30 +0000



Post From: Unable to determine transition date based on volume from files

[2023-12-14 20:08:59]
ivory - Posts: 95
Hello,

I roll over based on volume. Today I noticed that my weekly VWAPs are different than other people's. I noticed that the overnight session between Tuesday and Wednesday this week is missing and the following error in the Message Log:


NQH24 [CBV][M] Weekly #1 | Reloading chart. | 2023-12-14 15:00:30.951
Unable to determine transition date based on volume from files: NQZ23.dly, NQH24.dly | 2023-12-14 15:00:31.117
The NQH24.dly symbol may not be the active contract month. | 2023-12-14 15:00:31.117
Chart #1 has tagged chart #10 for full recalculation. Chartbook: NQ Backtest.Cht | 2023-12-14 15:00:31.311
NQH24[M]/MNQH24 [CBV][M] 20000 Volume #5 | Download is complete for all contract months in chart. Proceeding with data load. | 2023-12-14 15:00:31.358
NQH24[M]/MNQH24 [CBV][M] 20000 Volume #5 | Reloading chart. | 2023-12-14 15:00:31.360
Unable to determine transition date based on volume from files: NQZ23.dly, NQH24.dly | 2023-12-14 15:00:31.367
The NQH24.dly symbol may not be the active contract month. | 2023-12-14 15:00:31.367
NQH24[M]/MNQH24 [CBV][M] 20000 Volume #5 | Reloading chart. | 2023-12-14 15:00:31.532
Unable to determine transition date based on volume from files: NQZ23.dly, NQH24.dly | 2023-12-14 15:00:31.560
The NQH24.dly symbol may not be the active contract month. | 2023-12-14 15:00:31.560


How do I fix it?