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Date/Time: Thu, 16 Jan 2025 00:20:03 +0000



Post From: volume filter issue

[2017-09-16 18:59:06]
cmb999 - Posts: 211
not sure, but may also be an issue with rollovers. 6N (new zealand dollar) futures rolled on Fri 9/15, and it seems to show different results for before fri, when Date Rule Rollover is used