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Date/Time: Thu, 09 May 2024 18:05:20 +0000

Post From: Missing Intraday Soybean Data

[2016-10-12 21:07:47] Link To Thread - Link To Post [Go To First Post]
skelcap - Posts: 139
Looking at intraday data for CBT Soybeans. Using Interactive Brokers data, looking at the roll between ZS-201107-ECBOT.scid and ZS-201111-ECBOT.scid. Volume Based Rollover method gives roll date of 23-June-2011 but new contract data only goes back as far as 1-July-2011, leaving a 7 day gap. I tried checking against SC data which normally agrees but in this case I couldn't find any intraday or daily data at all for Soybeans, i.e. SX16.scid is empty. I also get an error message about "SX16 Date based rollover rule not defined for symbol. Unable to build continuous futures contract chart" even though I have Volume Based Rollover selected, so not sure what's wrong here.