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Active futures contract in vanilla intraday algo

Hi all,

I've recently stumbled in what appears to be bug while running with a very simple intraday algo on the active ES (mini S&P) contract.
Essentially the algo stops running order_target_percent after a while, presumably because it's trying to run in on the expired symbol (ESM14 in this case) instead of the active one (ESU14), although the symbol appears to change when I log it...

Really strange. Would anybody please be able to provide any insights? Couldn't find anything similar...

Many thanks,

2 responses

Any thoughts anyone?

Anybody that had a similar experience willing to guide me?