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Date/Time: Sun, 26 May 2024 02:27:25 +0000

Post From: Market depth historical data continuous contract

[2016-10-10 20:15:51] Link To Thread - Link To Post [Go To First Post]
amirN - Posts: 159
Market depth historical data does not seem to work as a continuous contract charts and the exact contract name should be used. For example I have two charts both set to "continuous future contract- data rule rollover, back adjusted" ESz6. The chart that is displaying market depth data has to be set to ESU6 if the data on the 7-9-2016 is to be displayed. The last price is corrcet but the DOM data are missing. Please advise.