Hi my gold future contract (symbol GC) is not rolling forward correctly to the December 2012 contract. When I add GC again to the default instrument list, it still displays 08 (August) as the expiry. I have changed this manually to December and added the instruments.
However when I then change my chart to use the December contract the data on the chart does not seem to be correct and the merge is not working.
I had a similiar issue months back with the DAX, where I had to reset the instrument list for it to work. I have tried this here as well, still no luck.
The merge policy for GC is set to UseGlobalSettings and the global Merge policy is MergeBackAdjusted.
Any ideas what causes this and more important how to fix it. BTW I connect to IB.
Thanks
Thomas
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