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CL 01-13 missing days

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    CL 01-13 missing days

    Dear,
    what influences what days that are downloaded from data providers?
    For example on Monday I saw data from IQFeed without problem, but today, even after deletion of all data in db subdirectories it downloaded last 50 days but this Monday nad Tuesday are missing. Why? How can I download them?
    N.

    #2
    Hello N,

    The CL 01-13 expiry is setup by default to rollover on 11/21/2012 which is causing the issue. Please go to Control Center-->Tools-->Instrument Manager. Highlight the CL in the 'Available master instruments' section and click Edit.

    Subsequently select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears.

    Select the 01-13 expiry month and you will see the rollover date listed. Historical data before this date is loaded from the 12-12 expiry and so on.

    Please change the rollover date to 11/15/2012. Please remove and re-add the CL 01-13 from your instrument list after you made the change. Instructions can be found at the link below.

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