Support Board
Date/Time: Sun, 24 Nov 2024 03:48:19 +0000
Post From: Futures Spreads: CBOT Denali -- Missing Data
| [2024-07-04 19:25:49] |
| User198125 - Posts: 38 |
|
Hello, I am trying to retrieve symbols for instruments listed within, 'Futures Spreads - CBOT Denali', but the data seems sporadic and inaccurate. Some of the examples of the Symbols I am trying to download are: BOB~.FUT_SPREAD.CBOT FOB~.FUT_SPREAD.CBOT NOB~.FUT_SPREAD.CBOT TUT~.FUT_SPREAD.CBOT Are these instruments available please? I was managing to retrieve the spreads BUT they have huge data missing are ie. FOB 03-01 U24..FUT_SPREAD.CBOT has data missing: from 8.35 to 10:01 (Eastern time) from 10:01 to 10:53 (Eastern time) from 10:53 to 11:19 (Eastern time) The US treasury curves from which this FOB is created was moving during these periods so it should have been updating during these times. Thank you. |