create_continuous_future did not matching my volume

[yinjin1314]

Hello,
i ingest the future data and they are good at datapotal,but the create_continuous_future in volume are strange.They are not always the highest volume in every month,only use few of them.Please help..thank you.

[ghost]

Hi,

Was wondering how you ingested futures data? (I'm a little confused as I thought zipline-trader doesn't support ingesting your own data like the good old zipline did?)

Sorry it's not the answer you are looking for..

Thanks