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Date/Time: Mon, 25 Nov 2024 11:48:19 +0000

Post From: A gap at the beginning of Replays of a BackAdjusted chart

[2014-01-26 12:09:15] Link To Thread - Link To Post [Go To First Post]
Zosimus - Posts: 345
Whenever I start a replay of a Back Adjusted chart of the ES I get a gap at the point where the replay begins. It only happens when the replay begins on a date that belongs to a previous contract. If the replay begins on the current contract then everything is fine. I am attaching three images of replays of the ES that start on the previous contract (three different dates on November 2013). Sometimes I get an actual "empty" gap and sometimes the gap is filled with a very large bar. It seems that the size of the gaps is similar to the size of the gap that had to be adjusted on the rollover to the March 2014 contract. I am using version 1079 with Rithmic data feed. Date Time Of Last Edit: 2014-01-26 12:14:01


Replay_Gap_1.png / V - Attached On 2014-01-26 12:06:41 UTC - Size: 128.73 KB - 386 views Replay_Gap_2.png / V - Attached On 2014-01-26 12:06:48 UTC - Size: 108.45 KB - 378 views Replay_Gap_3.png / V - Attached On 2014-01-26 12:07:04 UTC - Size: 123.66 KB - 392 views