data issue with BRENT-LAST?

[js190]

I wonder if we could optimise the roll shedule for BRENT-LAST as we get no data for the current carry contract.
Looking at the csv multiple prices you can see the issue with the end of the

2021-10-27 20:00:00,84.11,20211200,83.43,20220100,82.34,20220200
2021-10-27 21:00:00,84.09,20211200,83.36,20220100,82.26,20220200
2021-10-28 14:30:00,84.2,20211200,83.48,20220100,82.31,20220200
2021-10-28 15:00:00,84.17,20211200,83.36,20220100,82.23,20220200
2021-10-28 16:00:00,83.47,20211200,82.86,20220100,81.74,20220200
2021-10-28 17:00:00,83.25,20211200,82.63,20220100,81.52,20220200
2021-10-28 18:00:00,,20211200,83.32,20220100,82.22,20220200
2021-10-28 19:00:00,,20211200,83.39,20220100,82.38,20220200
2021-10-28 20:00:00,,20211200,83.96,20220100,82.85,20220200

e.g. the current earliest contract data from IB for BRENT-LAST is the April contract, expiring in March, pysystemtrade, what is your current carry and price contract for Brent-Last?

In general how concerning is missing carry data?

{'aggGroup': 2147483647,
 'bondType': '',
 'callable': False,
 'category': '',
 'contract': Contract(secType='FUT', conId=173568201, symbol='BZ', lastTradeDateOrContractMonth='20220228', multiplier='1000', exchange='NYMEX', currency='USD', localSymbol='BZJ2', tradingClass='BZ'),
 'contractMonth': '202204',
 'convertible': False,
 'lastTradeTime': '14:30',
 'longName': 'Brent Crude Oil - Last Day',
 'marketName': 'BZ',
 'marketRuleIds': '32,32',
 'realExpirationDate': '20220301',
 'underSecType': 'IND',
 'underSymbol': 'BZ',
 'validExchanges': 'NYMEX,QBALGO'}

[robcarver17]

===============================================================================================================================
                                                Status and time to roll in days                                                
===============================================================================================================================

           carry_expiry contract_fwd contract_priced position_priced price_expiry roll_expiry   status volume_fwd volume_priced
BRENT-LAST           19     20220600        20220500               1           50          10  No_Roll   0.308691             1


Instrument code?BRENT-LAST
                     CARRY CARRY_CONTRACT  PRICE PRICE_CONTRACT  FORWARD FORWARD_CONTRACT
index                                                                                    
2020-08-27 23:00:00  45.60       20201100  46.01       20201200    46.37         20210100
2020-08-28 23:00:00  45.81       20201100  46.25       20201200    46.64         20210100
2020-08-31 23:00:00  45.28       20201100  45.66       20201200    46.03         20210100
2020-09-01 23:00:00  45.58       20201100  46.00       20201200    46.37         20210100
2020-09-02 23:00:00  44.43       20201100  44.87       20201200    45.27         20210100
...                    ...            ...    ...            ...      ...              ...
2022-02-04 21:00:00  92.80       20220400  91.25       20220500    89.85         20220600
2022-02-07 14:30:00  92.70       20220400  91.08       20220500    89.72         20220600
2022-02-07 15:00:00  93.09       20220400  91.52       20220500    90.13         20220600
2022-02-07 16:00:00  92.82       20220400  91.29       20220500    89.74         20220600
2022-02-07 17:00:00  92.73       20220400  91.24       20220500    89.89         20220600

Looks fine at the moment.

[js190]

Thanks, mea culpa, my code to extend the existing multiple prices was at fault. I'm too stubborn to use your code for this outright...