help regarding error saying "roll has occured but not registered properly"

[TobiasAntiGravity]

Hi

I am still working on the data wrangling and have now encountered another error message which has halted my progress;

I ran from sysproduction.update_multiple_adjusted_prices import update_multiple_adjusted_prices; update_multiple_adjusted_prices() for all instruments. This yielded 14 critical error messages saying "Can't update adjusted prices for {instrument_code} as roll has occured but not registered properly"

I just do not know how to handle this? Is this the result of the data wrangling being spread accross time? I did the initial seed_data retrieval, and splicing new data with repo multiple prices around the 7th of March. Is the error a result of beginning to populate the price database, and then waiting with running the different updates scripts? Would I resolve this if I started all the data wrangling - for the instruments in question, anew?

And while I am on my knees begging for help; I got a very high amount of price spike notifications when I ran the update historical prices script. Not very surprising given the times we are in. The question is if I need to evaluate all of these spikes given the fact that most of them stem from several days ago? The reason I ask is that I am thinking that; erroneus data might occur in the intra day "heat of the moment", but that IBKR, or their data feed providers, purge historic data of errors as a part of their control / quality routines? It might all be wishful thinking, but I would expect data providers to have an insentive to do this, as it relates to the quality of the product they are selling.

[robcarver17]

What do you get if you look at multiple prices and adjusted prices for one of these instruments (use interactive diagnostics / menu 3 / menu 31 and 32)?

It's entirely up to you about the spikes; if you want to change the config item max_price_spike in config.yaml feel free.

[TobiasAntiGravity]

Thank you for replying Mr. Carver!

You have pointed out something I should have checked - appearantly something has happened during the splicing of these price series. The multiple prices tables run until the 9th of March, but the adjusted prices only contain the repo data - no new data has been spliced on to these. I of course have to investigate and fix this.

I should have found this out myself - Apologies for posing the question before having exhausted all possible avenues.

Hope you have a good day!