Date/Time: Tue, 07 Dec 2021 17:42:48 +0000
Post From: Gaps In Weekly Chart Data
|User184576 - Posts: 18|
I'm receiving gaps in both weekly and daily data for ES and other CME futures contracts at contract rollover (Attached Screenshot included).
I've tried disconnecting data feed, and re-downloading/re-calculating data.
Currently using IB for trading service and Sierra included service for historical data.
Any advice would be greatly appreciated.