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Old 05-24-2012, 11:24 PM   #1
JoshDance
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Default Error creating range chart across contract rollovers

As the first picture shows, the error is that the symbol is invalid. The dates on the chart I'm trying to create are from July to October 23, in 2007. Thus, using a merge policy, this incorporates the U and Z contracts. However, as the data manager shows, I do have tick data for this period. In this incomplete chart, the last date, as you can see, is September 10, which is the date of the rollover from U to Z.

The second chart shows the result when I create the chart from October 23 to sometime later in October. It works fine. Thus, the error seems to be in creating the range chart when a rollover is in the date range.

How do I fix this?
Attached Images
File Type: png range_error.png (73.4 KB, 4 views)
File Type: png range_ok.png (26.9 KB, 4 views)
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