Lately I have noticed that when adding a future contract (today I added FDAX) the instrument manager no longer defaults to the next expiry date. In this case it suggested Dec-11 as the expiry instead of Mar-12.
Also when loading the historical data (I requested 120 days) it no longer does an automated merge. Looking at the FDAX it looks like it retrieves the history from the Mar-12 contract, rather then using the Dec-11 contract (and other previous contracts) to build the history.
I am sure this was working differently before, e.g. when adding a future contract it would always default to the current expiry month or when loading the history it would correctly merge them.
Any ideas what is causing this. I am using IB as the datafeed.
Thanks
Thomas
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