diff --git a/sysinit/futures/multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py b/sysinit/futures/multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py
index 3c42e069f4..a3b9cc5023 100755
--- a/sysinit/futures/multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py
+++ b/sysinit/futures/multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py
@@ -16,7 +16,8 @@
 
 import datetime
 import pandas as pd
-from sysdata.pointers import parquet_futures_contract_price_data
+
+from sysproduction.data.prices import diagPrices
 from sysobjects.rolls import rollParameters, contractDateWithRollParameters
 from sysobjects.contract_dates_and_expiries import contractDate
 
@@ -27,6 +28,10 @@
 from sysinit.futures.build_roll_calendars import adjust_to_price_series
 from sysobjects.multiple_prices import futuresMultiplePrices
 
+from sysdata.data_blob import dataBlob
+
+diag_prices = diagPrices()
+parquet_futures_contract_price_data = diag_prices.db_futures_contract_price_data
 
 def _get_data_inputs(csv_roll_data_path, csv_multiple_data_path):
     csv_roll_calendars = csvRollCalendarData(csv_roll_data_path)
diff --git a/sysinit/futures/rollcalendars_from_arcticprices_to_csv.py b/sysinit/futures/rollcalendars_from_arcticprices_to_csv.py
index a942af8448..dfafeb64f5 100755
--- a/sysinit/futures/rollcalendars_from_arcticprices_to_csv.py
+++ b/sysinit/futures/rollcalendars_from_arcticprices_to_csv.py
@@ -6,11 +6,14 @@
 from sysdata.csv.csv_roll_calendars import csvRollCalendarData
 from sysdata.csv.csv_roll_parameters import csvRollParametersData
 from sysdata.futures.rolls_parameters import rollParametersData
-from sysproduction.data.prices import get_valid_instrument_code_from_user
+from sysproduction.data.prices import get_valid_instrument_code_from_user, diagPrices
 from sysproduction.data.production_data_objects import get_class_for_data_type, FUTURES_CONTRACT_PRICE_DATA
 
+from sysdata.data_blob import dataBlob
 
-parquet_futures_contract_price_data = get_class_for_data_type(FUTURES_CONTRACT_PRICE_DATA)
+diag_prices = diagPrices()
+
+parquet_futures_contract_price_data = diag_prices.db_futures_contract_price_data
 
 """
 Generate a 'best guess' roll calendar based on some price data for individual contracts