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Post From: Continuation Charts using IQ Feed

[2015-03-30 19:07:29]
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buylosellhi - Posts: 60
Hi,

I'm seeing gaps on rollover dates in futures charts using IQ Feed even though I'm using the correct adjusted continuation series symbol. For eg., for the Bond Futures contract I'm using @US#C. Adjustment seems to be correct for rollover Z4->H5 and H5->M5, but there are gaps for rollovers prior to that (pls see attachment). I've attached the adjusted continuous bond contract chart from Bloomberg for comparison.

Thanks in advance for your help re: this.
imageBondChart Comparison.PNG / V - Attached On 2015-03-30 19:07:01 UTC - Size: 140.67 KB - 326 views