Support Board
Date/Time: Tue, 15 Jul 2025 16:26:21 +0000
Post From: Historical data inconsistency after rollover
| [2023-09-14 02:10:31] |
| User785723 - Posts: 58 |
|
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. |