Joined: Jul 3, 2019
Posted: Dec 13, 2019 10:54 AM
Msg. 1 of 1
This notification is to explain any unusual behavior you may have observed in the symbols QCL#, QNG#, QHO# and QRB# earlier this week.
In response to feedback from customers who felt these contracts were rolling over too late, DTN made a decision to change the rollover rules for these symbols from 3 days to 8 days. This change took effect Sunday night, Dec.8th.
However, after additional customer feedback and discussion, we reconsidered this change. The rollback rules were changed from 8 days to 4 days on Monday, Dec. 9th, and then back to the original 3 days on Tuesday, Dec. 10th. They will remain at 3 days going forward.
QNG# was most affected, as that contract actually rolled during this time. This resulted in the continuous symbol showing the February contract for a few hours on Monday morning, and reverting to January.
If you store historical data for QNG# in a database, you may want to re-download any data for December 9, 2019. This data will be correct going forward.
Our standard notification protocol was missed, and we sincerely apologize for any confusion or inconvenience this may have caused. Our procedure is to post any updates/new releases to our forums in advance. This allows our customers the opportunity to provide feedback and make any updates on their end. At DTN, our mission is to delight our customers, we apologize we fell short of that target.
DTN IQFeed Implementation Support Specialist