Support Board
Date/Time: Mon, 25 Nov 2024 11:15:44 +0000
Post From: Gaps in data after recent rollover
| [2024-03-14 12:35:25] |
| TonyCipriani - Posts: 18 |
|
I rolled over few days ago as well and each day in the morning there seems to be a new gap on NQ, ES, YM, RTY. If it was just once I would understand it, but not sure why it's happening every day. I'm using the Denali feed. The only way to not get gaps every single day is to set the continuous contract to none. All the volume based rollovers and date rule rollovers produce the same gaps. Thanks for your help. |