I tried this again today and I see an issue which might explain what is going on.
Timezone from ContractDetails: America/Belize
Datetime, Open, High, Low, Close, Volume, OpenPositionSize, Forecast
***** 2017-01-16 01:08:41.980178 STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture>
***** 2017-01-16 01:08:41.980252 STORE NOTIF: <error id=-1, errorCode=2107, errorMsg=HMDS data farm connection is inactive but should be available upon demand.ilhmds>
***** 2017-01-16 01:08:41.980302 DATA NOTIF: DELAYED
***** 2017-01-16 01:08:42.480597 STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ilhmds>
0001, 2016-12-01T18:00:00.000000, 2185.5, 2191.75, 2179.25, 2186.75, 9369.0, 1, nan
0002, 2016-12-04T18:00:00.000000, 2179.0, 2203.75, 2174.25, 2198.875, 23728.0, 1, nan
0003, 2016-12-05T18:00:00.000000, 2199.75, 2206.5, 2195.0, 2204.75, 39177.0, 1, nan
0004, 2016-12-06T18:00:00.000000, 2205.75, 2235.75, 2201.5, 2231.375, 111509.0, 1, nan
0005, 2016-12-07T18:00:00.000000, 2231.25, 2246.0, 2227.75, 2242.375, 392866.0, 1, nan
0006, 2016-12-08T18:00:00.000000, 2241.5, 2255.75, 2239.75, 2254.75, 1013273.0, 1, nan
0007, 2016-12-11T18:00:00.000000, 2255.25, 2264.75, 2246.75, 2250.375, 1287827.0, 1, nan
0008, 2016-12-12T18:00:00.000000, 2250.25, 2273.0, 2247.75, 2267.75, 1556179.0, 1, nan
0009, 2016-12-13T18:00:00.000000, 2268.0, 2272.5, 2243.0, 2252.0, 1794750.0, 1, nan
0010, 2016-12-14T18:00:00.000000, 2251.75, 2267.75, 2247.25, 2258.375, 1703803.0, 1, 0.0
0011, 2016-12-15T18:00:00.000000, 2259.5, 2264.0, 2249.5, 2255.25, 1378336.0, 1, 1.0
0012, 2016-12-18T18:00:00.000000, 2256.0, 2263.75, 2254.0, 2260.125, 920006.0, 1, 1.0
0013, 2016-12-19T18:00:00.000000, 2260.25, 2269.5, 2260.0, 2266.5, 806149.0, 1, 1.0
0014, 2016-12-20T18:00:00.000000, 2267.25, 2268.0, 2258.0, 2260.375, 648460.0, 1, 1.0
0015, 2016-12-21T18:00:00.000000, 2258.25, 2261.0, 2251.5, 2258.75, 831630.0, 1, 0.0
0016, 2016-12-22T18:00:00.000000, 2257.5, 2261.0, 2254.25, 2260.0, 391441.0, 1, 1.0
0017, 2016-12-26T18:00:00.000000, 2258.75, 2269.5, 2257.75, 2260.875, 489710.0, 1, 1.0
0018, 2016-12-27T18:00:00.000000, 2261.25, 2267.5, 2243.5, 2245.25, 974692.0, 1, 1.0
0019, 2016-12-28T18:00:00.000000, 2245.5, 2250.0, 2239.5, 2245.125, 882916.0, 1, 0.0
0020, 2016-12-29T18:00:00.000000, 2246.25, 2252.75, 2228.0, 2236.25, 1251896.0, 1, 1.0
0021, 2017-01-02T18:00:00.000000, 2240.75, 2259.5, 2239.5, 2252.625, 1786475.0, 1, 1.0
0022, 2017-01-03T18:00:00.000000, 2252.75, 2267.25, 2251.0, 2264.25, 1383745.0, 1, 0.0
0023, 2017-01-04T18:00:00.000000, 2264.5, 2266.0, 2254.0, 2264.25, 1307080.0, 1, 1.0
0024, 2017-01-05T18:00:00.000000, 2264.25, 2277.0, 2258.25, 2271.5, 1541103.0, 1, 1.0
0025, 2017-01-08T18:00:00.000000, 2271.25, 2275.25, 2263.5, 2265.0, 1019553.0, 1, 0.0
0026, 2017-01-09T18:00:00.000000, 2264.5, 2274.0, 2259.5, 2263.75, 1299832.0, 1, 0.0
0027, 2017-01-10T18:00:00.000000, 2263.75, 2271.75, 2255.0, 2270.625, 1727931.0, 1, 0.0
0028, 2017-01-11T18:00:00.000000, 2270.5, 2270.5, 2248.5, 2263.375, 1745819.0, 1, 1.0
0029, 2017-01-12T18:00:00.000000, 2264.5, 2273.5, 2262.75, 2272.5, 1182909.0, 1, 1.0
***** 2017-01-16 01:08:43.937119 DATA NOTIF: LIVE
0030, 2017-01-15T18:00:00.000000, 2270.25, 2270.5, 2265.0, 2266.25, 42215.0, 1, 1.0
first clue of the issue is the following bar, its dated 2017-01-02 that's the CME/GLOBEX holiday
http://www.cmegroup.com/tools-information/holiday-calendar/files/2016-holiday-calendars.zip
0021, 2017-01-02T18:00:00.000000, 2240.75, 2259.5, 2239.5, 2252.625, 1786475.0, 1, 1.0
And from the pricing and volume numbers it looks like it actually the data from 2017-01-03, and then each date seems a day behind. which seems to make sense also the last bar 0029 as well as that was for 2017-01-13 which was last Friday.
if not for this logic we are essentially missing data for the all the Friday's but have data for Sunday's.
I got this from the IB gateway logs and it looks like IB data dumps are dated correctly.
20161230-2246.25-2252.75-2228.00-2236.25-1251896-2237.80-false-124726-20170103-2240.75-2259.50-2239.50-2252.625-1786475-2248.3125-false-157661-20170104-2252.75-2267.25-2251.00-2264.25-1383745-2262.2875-false-130558-20170105-2264.50-2266.00-2254.00-2264.25-1307080-2260.825-false-131039-20170106-2264.25-2277.00-2258.25-2271.50-1541103-2269.425-false-133538-20170109-2271.25-2275.25-2263.50-2265.00-1019553-2266.80-false-103071-20170110-2264.50-2274.00-2259.50-2263.75-1299832-2266.1375-false-120978-20170111-2263.75-2271.75-2255.00-2270.625-1727931-2264.00-false-173838-20170112-2270.50-2270.50-2248.50-2263.375-1745819-2259.0375-false-166470-20170113-2264.50-2273.50-2262.75-2272.50-1182909-2269.725-false-112790-20170116-2270.25-2270.50-2265.00-2266.25-42215-2267.25-false-7503-
So it looks like there is two issues, the one day roll-back for data for this instrument, and my original issue for bar 0030 2017-01-15 which is today's data which is not close yet, as you mentioned the market has been open for the last few hours but has not closed yet, so the daily bar should not be delivered yet.
hope you can shed some light on this, also let me know if you need me to add any further debug logs or print statements that might help.