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I was testing something, and then saw something wrong.
2021-09-28 07:30:00 , 34586.0, 34586.0, 34594.333333333336, 34594.333333333336
2021-09-28 07:31:00 , 34586.0, 34597.0, 34594.333333333336, 34594.333333333336
2021-09-28 07:32:00 , 34586.0, 34608.0, 34594.333333333336, 34594.333333333336
2021-09-28 07:33:00 , 34586.0, 34595.0, 34594.333333333336, 34594.333333333336
2021-09-28 07:35:00 , 34596.0, 34596.0, 34599.333333333336, 34599.333333333336
2021-09-28 07:36:00 , 34596.0, 34592.0, 34599.333333333336, 34599.333333333336
2021-09-28 07:37:00 , 34596.0, 34600.0, 34599.333333333336, 34599.333333333336
2021-09-28 07:39:00 , 34596.0, 34605.5, 34599.333333333336, 34599.33333333333607:34:00 and 07:38:00 are missing. I am not sure if it is just me or the data actually has problem
Varad Kabade
Hi Will Chau,
The above issue does not occur due to missing data; we can see that by adding a Debug statement if our contracts in OnData are zero. The reason for the above phenomenon is that we are overwriting the Rolling Window whenever a new contract satisfies the constraints, resulting in the window not being ready and, therefore, no values at the above time.
Best,
Varad Kabade
Will Chau
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