Support Board
Date/Time: Sun, 22 Dec 2024 22:06:31 +0000
Post From: TD Ameritrade Skipping Intraday Data Download
| [2015-05-15 13:24:38] |
| User409676 - Posts: 2 |
|
Hello, I am using version 1254. When connected to TD Ameritrade trade service, intraday data is skipped for two ES contracts. Please see the log below: Date rule based rollover from /ESM4 to next contract occurs at 2014-06-12. | 2015-05-15 08:15:42 Date rule based rollover from /ESU4 to next contract occurs at 2014-09-11. | 2015-05-15 08:15:42 Date rule based rollover from /ESZ4 to next contract occurs at 2014-12-11. | 2015-05-15 08:15:42 Date rule based rollover from /ESH5 to next contract occurs at 2015-03-12. | 2015-05-15 08:15:42 Date rule based rollover from /ESM5 to next contract occurs at 2015-06-11. | 2015-05-15 08:15:42 Checking Intraday data file for symbol /ESM4 for the date range from 2014-03-13 to 2014-06-12. | 2015-05-15 08:15:42 Checking Daily data file for symbol ESM14 for the date range from 2014-03-13 to 2014-06-12. | 2015-05-15 08:15:42 Intraday data file for /ESU4 exists and is empty. Skipping Intraday data download. | 2015-05-15 08:15:42 Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2015-05-15 08:15:42 Checking Intraday data file for symbol /ESZ4 for the date range from 2014-09-11 to 2014-12-11. | 2015-05-15 08:15:42 Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 2014-12-11. | 2015-05-15 08:15:42 Intraday data file for /ESH5 exists and is empty. Skipping Intraday data download. | 2015-05-15 08:15:42 Checking Daily data file for symbol /ESH5 for the date range from 2014-12-11 to 2015-03-12. | 2015-05-15 08:15:42 Checking Intraday data file for symbol /ESM5 for the date range from 2015-03-12 to 0. | 2015-05-15 08:15:42 Checking Daily data file for symbol /ESM5 for the date range from 2015-03-12 to 2015-05-15. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3 | Symbols used for continuous contract chart: | 2015-05-15 08:15:42 ESM14 | 2015-05-15 08:15:42 ESU14 | 2015-05-15 08:15:42 ESZ14 | 2015-05-15 08:15:42 /ESH5 | 2015-05-15 08:15:42 /ESM5 | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: Performing continuous futures contract back adjustment calculations. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESM4 Open price on 2014-06-12 is 1943.75. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESU4 Open price on 2014-06-12 is 1936.75. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESM4 price difference to /ESU4 is -7. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESU4 Open price on 2014-09-11 is 1994.5. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESZ4 Open price on 2014-09-11 is 1986.75. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESU4 price difference to /ESZ4 is -7.75. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESZ4 Open price on 2014-12-11 is 2026.25. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESH5 Open price on 2014-12-11 is 2019.75. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESZ4 price difference to /ESH5 is -6.5. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESH5 Open price on 2015-03-12 is 2042. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESM5 Open price on 2015-03-12 is 2034.75. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: /ESH5 price difference to /ESM5 is -7.25. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: Back adjust amount for symbol /ESM4 is -28.5. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: Back adjust amount for symbol /ESU4 is -21.5. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: Back adjust amount for symbol /ESZ4 is -13.75. | 2015-05-15 08:15:42 /ESM5 [CB] [M] 60 Min #3: Back adjust amount for symbol /ESH5 is -7.25. | 2015-05-15 08:15:42 |