Hi,
I don't seem to be able to trace what's wrong here. The new contractCPD function (as explained on the financial-hacker's new blog) seems to be crashing with the below message, here is the diagnostic information. I can't get more details from the contractCPD function...

I am using the script as it is from the 2018 repository and have data subscription to the followings:

CME Real-Time
COMEX Real-Time
IEX Depth of Book
NYSE Arca Options
US Equity and Options Add-On Streaming Bundle
US Reg NMS Snapshot
US Securities Snapshot and Futures Value Bundle

Here is the trace information:

Load AssetsIB
Open: HistoryAssetsIB.csv rb
Load SPY
BrokerAsset SPY:
BrokerAsset SPY: : 272.7700 11400.162800 ms
!SPY: 272.77000 0.03000 1
Alloc SPY prices
SPY: 0..8765
Asset SPY status SPY:L 182818200 1
Asset SPY status SPY:S 182818200 1
!Get Option Chain SPY-OPT--0--SMART--USD
Chain of 3243 SPY contracts
3243 contracts today
Current price 272.77
Wait time approx 17 minutes
BrokerAsset
Error 111: Crash in function: main() at bar 0

Any help would be much appreciated.