Hi, Today (Sep 6th) should be the Bund contract rollover.
I am using the continuous symbol, And it seems there are major issues with the timing of the data updated on this symbol.
from the open, the BD# has traded off the Dec contract (so there was a big gap down), but then when I did historical data re-laod, only tick data was smoothed out, and the min data keeps giving the previous contract data.
this is still same now, 2:30 hours after the markwt open.
Please expalin when exactly is the continuous front month data updated, and weather there are problems withthis symbol.

---

FESX & FDAX trader

Newhorizon

The Tick data and other data are adjusted at the same time. If your software stores the data locally on the PC you may need to refresh that data-base.

I will check that out. can you please explaine when exactly does the BD# symbol roll and does the adjusment backward? As I understand it happened today right at the open (cause half an hour before the open I tried downlaoding the data and it was still of sep contract)?
also this is not alinged with the desctiption of this symbol's rollover as noted in the DTNIQ website. over there it is written that the BD# Rolls 1 trading days before expiration date, however, the Bund expiration date is at the 10th calander day of the month, and a day before that is this monday (sep 9th), while he symbol rolled today (sep 6th).
please help me have some order in this mess...
thank you in advance.

---

FESX & FDAX trader

to newhorizon, if you trading on BD# send e-mail to me : shmuelm68@walla.com