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Date/Time: Thu, 25 Apr 2024 01:29:24 +0000



Post From: CTS historical data after 1107 update

[2014-03-22 13:19:32]
dominikos - Posts: 106
I have finally found an issue. The data is being downloaded properly, however, when I change in chart advanced settings: continuous contract from None to anything else, the first day on my chart that I can display will be 3/18. Otherwise I can see the past contract values. The contract that I currently use is: CL.20140500.CME_NY. 'Automatically Rollover Futures Symbol' checkbox seem to have no impact on this.

If this helps, I checked it with my 'production' setup which still has the old symbols from CTS, CL.CME_20140500_CLK4.CME_NY and the continuous contract, volume based rollover works fine for the same chart and goes back the expected number of days.
Date Time Of Last Edit: 2014-03-22 13:36:27