MBounouar

Hi, By design zipline has put constraints on how the data is stored. Unfortunately, one would have to do the changes in the code. I am working on switching to...

Yes, every contract should have a unique sid. But what is important for the futures to work, is to pay attention to the `root_symbol`, and that all the the futures...

I think I see now your issue, `capture` function documentation is not correct `annualization` is not a valid parameter. Could you still provide an example of a use case?