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Date/Time: Mon, 16 Sep 2024 19:12:20 +0000



Post From: SC loads THOUSANDS OF YEARS of ES futures contracts after a crash

[2024-06-24 16:28:18]
User512353 - Posts: 38
Exact symbol is ES-202409-CME; volume-based rollover, back-adjusted
OS time zone is CEST (UTC+2) (Central Europe)
SC time zone is UTC
my ES charts use time zone CDT (UTC-5) (Chicago)

I could resolve the problem as follows:

start SC
new chartbook
new historical chart for ES-202409-CME
new intraday chart for ES-202409-CME
-> default is that these charts do NOT have any rollover enabled
then, for the intraday chart, enable volume-base rollover, back-adjusted
=> this worked. older ES contracts loaded and no craziness with year 5000+.

Closed this new chartbook.
Loaded an existing chartbook with ES, and then it also worked.
It also works with the chartbook that was loaded during the crash.
Seems that the problem has disappeared.
(Except that I need to clean up about 2x 4x 3000 = 24000 files.)

But questions remain:

1. If SC is started, is it aware of the termination of a previous execution?
2. If yes, does it then execute any recovery/repair action for potentially corrupt data?
3. Does SC generally do any consistency checks on configuration/trade/price data?

I cannot be sure that today's price/volume data is correct.
I will reload today's data after today's RTH session.
But question 3 is valid for a much wider scale of "incidents".