Ticker | ES |
From | 2017-12-31 00:00:00 |
To | 2017-12-31 00:00:00 |
Security Type | Future |
Market | USA |
Resolution | Tick |
Status | Waiting Review |
20171231_es_tick_quote_201803_20180316.csv file is missing in 20171231_quote.zip. It caused FrontMonth() to return ES contract with expiry on 2018/06/15. However, it should return the contract with expiry on 2018/03/16. The issue was reported in this ticket. And I also created a related GH issue. Same for minute and second resolution.
Xin Wei
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