Support Board
Date/Time: Fri, 07 Nov 2025 14:19:35 +0000
Post From: Historical data inconsistency after rollover
| [2023-09-14 02:10:31] |
| User785723 - Posts: 58 |
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As you can see from the attached chart settings, I am using "Continuous Futures Contract - Volume Based Rollover, Back Adjusted". Hence, I am expecting the month 5 data to remain identical after the rollover. |