I set ES 03-19 in market replay mode starting in 1 Jan 2019. Then I pull a chart out and set it to start as far back as Jan 2015.
The chart looks fine except that there is a big chunk missing from 17 Aug 2017 till 1 Jan 2019. Tried plotting using other contracts with expiry later than 17 Aug 2017. For some reason, all the plots just stop at 17 Aug 2017.
Then I tried charting out ES 09-17 setting the market replay to start from 17 Aug 2017. And it has no problem playing forward. Any idea what the issue is?
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