Support Board
Date/Time: Wed, 05 Nov 2025 23:16:28 +0000
Post From: Suddenly a gap
| [2024-09-16 11:48:09] |
| User907968 - Posts: 847 |
|
If use continuous contract and don't want a gap at rollover, you need to use back adjusted. Continuous Futures Contract Charts: Continuous Futures Contract - Date Rule Rollover, Back Adjusted In your chart, Friday is showing U contract and today is showing Z contract, the difference bewteen the two is 60pts ES Sep' is trading at 5627.00 ES Dec' is trading at 5688.25 |
