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Date/Time: Sun, 28 Apr 2024 21:03:17 +0000



Is this normal after a rollover?

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[2021-06-12 11:25:42]
58LesPaul - Posts: 429
It shows this gap down on all the charts in my chartbook, hourly, 15 minute and 5 minute. I’ve performed redownload also.
Date Time Of Last Edit: 2021-06-12 11:51:15
imageESU21-CME [CV][M] 5 Min #6 2021-06-12 06_24_31.132.png / V - Attached On 2021-06-12 11:25:27 UTC - Size: 41.92 KB - 162 views
[2021-06-12 13:45:16]
binaryduke - Posts: 360
Totally normal and correct. Read up on continuous contracts and back-adjustment:

Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options

Educate yourself by pulling up the front month e.g. ESU21 and comparing it to ESZ21. Look at the prices on the CME site for different months. This is the whole basis and rationale of futures contracts.
Date Time Of Last Edit: 2021-06-12 13:46:13
[2021-06-12 20:03:52]
58LesPaul - Posts: 429
I am trying to educate myself by asking this question. You don't learn without asking questions! After 1 year with TOS and 6 month on SC I haven't noticed a gap in price. Now I know!

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