I'm currently attempting to pull the chain for certain futures. When I try:
context.future = continuous_future('VX')
vx_chain = data.current_chain(context.future)
front_contract = vx_chain
I get the error:
IndexError: list index out of range
Yet when I change the future from VX to CL, there is no error. Why can't I pull the data for the VX chain?
All help is appreciated thanks,