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Date/Time: Wed, 28 Oct 2026 19:29:53 +0000



MNQ Continuous Contract - Dates not found

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[2026-10-28 16:26:13]
LittleBB - Posts: 15
I get this message in my log anytime I select a historical chart for Continuous contract MNQ:

2026-10-28 09:26:41.039 | MNQZ26_FUT_CME [CV][M] Daily #1 | Dates not found while checking for invalid data in continuous contract data files. MNQM19_FUT_CME *

I have already reduced the number of days to download backwards as explained in this help article.
Continuous Futures Contract Charts: Preventing Error Messages by Reducing Days to Load in Chart

MNQ started trading on 5/6/2019 (2733 days ago).

My settings:
Load Data Limiting Method: "Use Number Of Days To Load"
Days To Load for Historical Chart Data Type: 2733
(Setting 2732 shows the first day on the chart as 5/7/2019 but it still prints the error message.)

Note: Changing the setting to 2677 resolves the message log issue but data starts on 7/1/19

How do I get the data to load for the first day of trading and avoid the error message?

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