I have using the footprint indicator which shows the bid ask contract size. However, when I display the "ES 09-16" chart on the date "8/7/2016", the contract data on ask side are all become 0. So the data of the chart must not correct.
I have attached two screenshot, the first one is the chart show on "8/7/2016" (the problem on) and the second one is on the date "11/7/2016" (the correct one)
My question is, how can I get the correct data?
I am using continuum as my data provider. Thanks.
Comment