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This repository has been archived by the owner on Jan 26, 2021. It is now read-only.
jspahrsummers
changed the title
Streaming requests started during market close do not seem to persist to market open
Streaming requests started during market close do not persist through market open?
Dec 8, 2019
Started streaming ES 2020-03 futures data shortly before the market opened Sunday, and didn't receive any bars once it did.
Then, started streaming ES 2019-12 data, and the bars did start arriving for that one.
This might be a volume issue, so should look into and rule that out first.
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