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Date/Time: Sat, 18 May 2024 15:40:57 +0000



Post From: Bund Rollover to June 21 continuous contract

[2021-03-08 07:05:35]
User634298 - Posts: 15
With the Date rule rollover, backadj. I have a gap and the data didn't adjust. With the volume-based, backadj. I still see the large wicks with the data even after re-downloading the data for all contract months. Any idea what else I can try? Thanks