The session template in instrument manager is set to "CME US Index Futures ETH". This session template starts on Sunday 6:00 pm eastern and ends on Monday at 4:30 PM eastern (for today)
The session template in the data series for the chart is set to the same session template "CME US Index Futures ETH".
The time frame for the chart is 15 minute bars, last 12 days.
The bars for the time sunday 6 pm to midnight are not appearing on the chart.
This happens for each day - each day the data from 4:30 pm to midnight is missing. The bars always start at midnight and not at 4:30 pm eastern.
It started on March 21-March 22. The March 22 session starts at midnight and not at 4:30 PM march 21. Prior to this date, the chart displays the bars according to the times defined in the session template.
I believe it has something to do with a setting related to data collection. The historical data manager includes data from 12:01 am to 12:00 am for each day up to March 21. On March 21, the data if from 12:01 am to 4:15 pm and then March 22 begins at 12:01 am. Clearly, some data is not getting collected. This has been an issue since then.
How can I get the missing data and ensure it is not missing in the future?
Comment