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Btc, Minute The issue starts from Jun 1st, 2018; and continues until now

Ticker btc
From 2018-06-01 00:00:00
Security Type Future
Market USA
Resolution Minute
Status Closed

The BTC futures data during backtest shows that it has its contract expiry on 6/1/2018 and the first of the month thereafter. This should not be the case. In the backtest there are two other futures and their expiry date is correct so this seems to be a BTC issue specifically (have not found any other tickers yet).

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This is not a data-related issue, seems more like the expiry rules are not defined for the BTC future.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


JayJayD has marked this issue as closed.

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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