Support Board

Date/Time: Mon, 29 Apr 2024 02:01:39 +0000

Post From: Volume Based vs Data RuleContinuous Contract

[2014-03-07 20:21:02] Link To Thread - Link To Post [Go To First Post]
amblizniak - Posts: 6
Happy Friday, I ran into a couple of issues this morning with a client when looking at charts of Natural Gas (NGJ4). We were looking back at February 24th. The high when loading back at volume Based was 5.209 while when loading up a date rule, there is gap from February 21st to February 25th and the high gets to 6.400. Why is there such a big discrepancy between the date rules and volume based?