specifically when I try to download data (for contracts ## - ##) in some instruments I have holes in the data, for others (as in the case of gold) I have no more data since the last rollover ... this does not happen when I try to download the front month.
I attach a screenshot of this...
in the pictures Es has full data, CL and RB have an hole until 6 am and GC is completely empty! this not happen with single expiry month...
can you help me??
thank you
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