Is this a Data Issue? Futures contract value goes to zero and issues margin call before expiration

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Looking at orders, the value of /ZB and /ZN contracts hit zero on 12/22/2016. But when I check the historical pricing for /ZB and /ZN elsewhere I can't reproduce the price dropping like this. When backtesting other years ZB and ZN don't have this price issue. How do I confirm this is a data issue?

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Hi Mark,

We can confirm this is a data issue by plotting the contract price in the research environment. See the attached notebook for an example.  Please submit a data issue to have this resolved.

Best,
Derek Melchin

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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.


Thanks Derek!

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Update Backtest





0

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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