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Post From: CTS historical data after 1107 update

[2014-03-20 03:55:06] Link To Thread - Link To Post [Go To First Post]
dominikos - Posts: 106
Actually, I was wrong, this is the log. My SC still shows only two days on the chart, 3/18 and 3/19. Volume based rollover from CL.20140300.CME_NY to CL.20140400.CME_NY occurs at 2014-02-18 \| 2014-03-19 22:52:47 Volume based rollover from CL.20140400.CME_NY to CL.20140500.CME_NY occurs at 2014-03-18 \| 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: Performing continuous futures contract back adjustment calculations. \| 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140300.CME_NY Open price on 2014-02-18 is 100.32. \| 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140400.CME_NY Open price on 2014-02-18 is 100.12. \| 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140300.CME_NY price difference to CL.20140400.CME_NY is -0.2. \| 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140400.CME_NY Open price on 2014-03-18 is 97.97. \| 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140500.CME_NY Open price on 2014-03-18 is 97.46. \| 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140400.CME_NY price difference to CL.20140500.CME_NY is -0.50999999. \| 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: Back adjust amount for symbol CL.20140300.CME_NY is -71. \| 2014-03-19 22:52:47 CL.20140500.CME_NY [CBV] 5 Min #1: Back adjust amount for symbol CL.20140400.CME_NY is -51. \| 2014-03-19 22:52:47 Socket closed. No error. \| 2014-03-19 22:53:00 SSL shutdown indicates not able to send 'close notify'. \| 2014-03-19 22:53:00 The SSL socket was shut down. \| 2014-03-19 22:53:00 The SSL socket object has been freed. SSL state is now disconnected. \| 2014-03-19 22:53:00 Socket has been shutdown and closed. \| 2014-03-19 22:53:00 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. \| 2014-03-19 22:53:00 CTS FIX Historical Data: Disconnected. \| 2014-03-19 22:53:00


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