Support Board
Date/Time: Wed, 27 Nov 2024 08:46:41 +0000
Post From: Historical data inconsistency after rollover
| [2023-09-14 02:10:31] |
| User785723 - Posts: 57 |
|
As you can see from the attached chart settings, I am using "Continuous Futures Contract - Volume Based Rollover, Back Adjusted". Hence, I am expecting the month 5 data to remain identical after the rollover. |