Some futures have always value "nan" for "oi", "roll", "vol".

[cyan.graveler]

For F_AD, F_CD, F_BP fields "oi", "roll", "vol" have always value "nan".

[support]

@cyan-graveler Yes, that is correct. Last year we had to replace the futures data for forex with spot data, therefore some fields are missing. More details can be found at:

https://quantiacs.com/community/topic/60/data-for-futures