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Date/Time: Fri, 29 Mar 2024 12:23:24 +0000



Post From: gap in bond chart

[2017-11-28 13:51:45]
Glenn Infinity - Posts: 103
I have a customer who claims he has a gap in his bond (ZB) chart due to rollover. has deleted all data and downloaded, see below, claims the daily chart has a gap as well

When looking at the ZB chart there is a gap since yesterday due to a new contract being traded. When you plot this chart, do you also see this or is it just me? Of course, this is the same in all time frame below one day.


I keep having these problems when the contract changes for almost two years now. I keep asking but I still do not have an answer.
Fact is it messes up the whole chart as there is a gap. I do use ‘continuous futures contract - date rule rollover, back adjusted’.
NG also had a gap when the contract changed a couple of days ago.