Date/Time: Fri, 20 Jul 2018 12:38:48 +0000
Post From: CQG Historical Intraday Data Missing on F.US.MJNK?##
|User13 - Posts: 4|
I'm connected to CQG via FIX and when I configure a continuous contract on MJNKH18 I only get intraday chart data back to the rollover date of 12/7. When I check Global Symbol Settings, it is using 'method3' as a rollover rule and appears to calculate rollover dates correctly.
If I disable continuous contracts it shows intraday data back to 11/20 or so, which I believe corresponds to when the H18 contract started trading.
If I switch to a historical chart, I get data going back as far as I care to go.
How can I get the historical data from older contracts to show up on intraday charts?