Anything happen to the ethanol market?

[TobiasAntiGravity]

Reviewing my status report, my ETHANOL prices had not been updated. While looking into it, I visited the CME site. To my surprise the
CME site does not offer any data on trade activity. The Volume and OI graphs, for example, is replaced by a alert box saying "There is currently no volume data for this product.".

I guess the website could be having issues, although data for other futures are working fine. The fact that my other data feeds from CME are working, leaves me wondering if it is not my data feed that is the issue?

Searched the CME page and google but did not find any announcement saying that the futures has been terminated, or that the trading has been halted or limit down / up moves, or anything like that.

Anyone else having issues with the Ethanol feed? Or has something happened with this market?

[robcarver17]

I just found a news website that says there is currently no open interest in Ethanol futures. I've not seen any reports suggesting the market will be shut down. My system collected a closing price with zero volume yesterday.

[TobiasAntiGravity]

Man - me and my data feed.. Thank you for the answer! Then I know that something is most likely off with my feed here as well.

[TobiasAntiGravity]

Logged into IBKR and reviewed the price data for MAY22. Price fluctuates as normal until june 14th 2021, then it just flat lines at a specific level. Do not see any volume info in the chart, but it stands to reason that there has been little to no trade. So - obviously something happened to this market.

Many ways to handle this, could let the stack_handler and the run_daily_price_updates feed just keep trying to get data, if the market should all of a sudden start up again. But, not labelling this instrument with ignore opens for the possibility the backtest using bad data? It does have a instrument weight in the rob_system/config.yaml.

EDIT: Here is a screen shot of the IBKR chart:

[robcarver17]

I used to filter out zero volume prices when collecting data, but sometimes it is helpful to keep them to make it more likely you get a match on a roll date.

Probably to be rigourous when calculating adjusted prices I should NAN or leave empty if the underyling volume in the priced contract is zero. But in the backtest I forward fill positions anyway so this wouldn't make any difference. It just makes the p&l variability in those contracts unrealistically low.

The key issue is to avoid actually trading this. Although it's set up in my system with an instrument weight, I won't actually trade it in live or production since it's a 'bad instrument' in my config due to being too expensive (interestingly it's coming up in that category and not in volume too low - it's also missing from the liquidity report so I need to flag this and check it out).

[TobiasAntiGravity]

Thank you for the feedback Mr. Carver. Can't mark the reply on a comment as the answer, so will have to mark the comment itself.