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Date/Time: Tue, 16 Jan 2018 15:49:20 +0000



Post From: CQG Historical Intraday Data Missing on F.US.MJNK?##

[2017-12-17 21:24:51]
User13 - Posts: 4
Hi,

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?

Thanks.