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Date/Time: Mon, 29 Apr 2024 00:25:45 +0000



Post From: NQ Rollover Tick Data Issue

[2014-12-11 07:04:09]
ged - Posts: 233
I think I see the problem: There is almost no volume on the contract rolled over to. Consequently, the 3 PM tick bar has never received enough data to advance to the next bar. The timed bars show up of course simply as time passes, regardless of amount of volume.

Is it necessary to rollover tonight? It seems it will be better to stay with NQ-201412-Globex a little longer.