Support Board

Date/Time: Sat, 27 Apr 2024 15:12:27 +0000

Post From: CME (ES) historical intraday data goes back to 2011, not 2008 as expected

[2021-05-10 04:16:40] Link To Thread - Link To Post [Go To First Post]
ChrisH - Posts: 10
Here's what i've discovered so far: 1 I am able to download & view individual ES contracts going back to June 2008 2 Using "Continuous Contract" setting "Date Rule Rollover, Back Adjusted" and "Days To Load" set to a large number (eg. 10,000) I cannot view back past 2011-02-22. Regardless of the front contract (eg. ESH14-CME or ESH21-CME). 3 If the front contract is before 2011-02-22 (eg. ESM10-CME) then just that contract is shown & nothing prior using same settings as above