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Post From: SC Data Feed - Missing data with the continous futures contract with CL

[2016-07-20 06:50:56]
Futurestrader77 - Posts: 126
After building a continuos futures contract (data rule rollover, back adjusted) for CL using the SC Data Feed, I get a gap. Last day before gap is 6-17. Then starting with 7-19. (Please see attachment).
imageCL.PNG / V - Attached On 2016-07-20 06:49:21 UTC - Size: 19.03 KB - 279 views