Support Board
Date/Time: Sun, 21 Dec 2025 06:02:42 +0000
Post From: Major Gaps in Historical Intraday Data & mismatch in Cumulative Volume Delta Bars
| [2020-08-13 18:08:34] |
| User283563 - Posts: 1 |
|
I have a trial memebership. The Euro futures is a continuous contract with volume based rollover back adjusted. I'm getting major gaps as shown in the attached image. I also changed the rollover options but I'm getting the same result. Also cumulative delta bars are also not making any sense, I have selected reset at start at trading day = no. Many other futures continuous contracts are showing similar issues. Please help. |
Euro.png