Pretend I was trading the Sep. 6J contract. These trades all show up on my Sep. 6J charts when I load them.
However, when I roll 6J to Dec., no more Sep. trades show up on the chart - even though the chart is technically displaying Sep. 6J data in addition to Dec. 6J data.
The solution should be that all trades for both Sep. and Dec. show up when a chart contains data for Sep. and Dec. - not just display trade data for the front-month contract.
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