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Post From: Continuous Contract and ReadIntradayFileRecordForBarIndexAndSubIndex

[2020-04-06 13:17:09]
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User79074 - Posts: 105
I am using ReadIntradayFileRecordForBarIndexAndSubIndex, and it begins to fail I have noticed when it tries to grab previous data from Continuous Contract. For example, it works the first 23 days on a 1 minute chart, then begins to fail on the 24th day, which is when it switches over to continuous contract and ReadIntradayFileRecordForBarIndexAndSubIndex is unable to read the bars from back then. Is there a solution for this? I want to be able to read intra day data regardless of how much data I am loading, even if it is old. Thanks in advance.