I get inconsistent data when I use ESc1 and ESU8 to download data for the front month contract. For example, if I request data for both these RICs for June 15, 2018, then I should get the same data as the front month contract then is ESU8, but I get inconsistent data. Why does this happen?
<ESc1> is a continuation RIC. It will retrieve historical data from front month RICs and rolls over on contract expiry.
Previous front month, <ESM8>, was expired on June 15th.
So on June 15th, <ESc1> would have data from <ESM8>, then rolled over to <ESU8> on June 16th.