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Date/Time: Sun, 22 Dec 2024 22:08:35 +0000

Post From: continuous futures contract back adjusted shows gap

[2015-08-19 17:09:39] Link To Thread - Link To Post [Go To First Post]
dominikos - Posts: 106
as shown in attached image, continues futures contract - volume based rollover; back adjusted for CL shows a gap on the rollover date. I tried to reload and recalculate but the gap remains. I use IB with SierraChart futures historical data.
0x Thank you
gap.tiff - Attached On 2015-08-19 17:08:57 UTC - Size: 19.41 KB - 479 views Attachment Deleted.