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History Request for Futures SymbolChangedEvents Is Empty #8633

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DerekMelchin opened this issue Mar 14, 2025 · 0 comments · Fixed by #8653
Closed
4 tasks done

History Request for Futures SymbolChangedEvents Is Empty #8633

DerekMelchin opened this issue Mar 14, 2025 · 0 comments · Fixed by #8653
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@DerekMelchin
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Expected Behavior

The following snippet returns a populated DataFrame.

self = QuantBook()
self.set_start_date(2024, 12, 19)
future = self.add_future(
    Futures.Indices.SP_500_E_MINI,
    data_mapping_mode=DataMappingMode.OPEN_INTEREST,
    data_normalization_mode=DataNormalizationMode.BACKWARDS_RATIO,
    contract_depth_offset=0
)
history = self.history(SymbolChangedEvent, future.symbol, timedelta(365))
history

Actual Behavior

The DataFrame is empty.

Potential Solution

N/A

Reproducing the Problem

Run the snippet above

System Information

QC Cloud

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
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