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Date/Time: Tue, 26 Nov 2024 00:22:43 +0000



Post From: Volume Based vs Data RuleContinuous Contract

[2014-03-07 20:21:02]
amblizniak - Posts: 6
Happy Friday,

I ran into a couple of issues this morning with a client when looking at charts of Natural Gas (NGJ4). We were looking back at February 24th. The high when loading back at volume Based was 5.209 while when loading up a date rule, there is gap from February 21st to February 25th and the high gets to 6.400.

Why is there such a big discrepancy between the date rules and volume based?