Seems like there's quite a few futures contracts that work for backtesting up through 2017, but are missing data starting in 2018. From what I've tried:
Crude Oil (CL), Lean Hogs (LH), Federal Funds (FF), Lumber (LB) all work.
Nasdaq (ND), 2 year treasuries (TU), SP emini (ES), 20 year treasuries (US) do not work in 2018.
I'm not changing anything in my code except the symbol for these futures, and all of them work for 2017 and previous years. For example:
context.zb = continuous_future('US', offset=0, roll='volume', adjustment='mul') context.cl = continuous_future('LB', offset=0, roll='volume', adjustment='mul')
Any idea what's going on here?