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    Data difference

    Good morning all , I have a question concerning the use of continuous contract Emini symbols and expiration date Emini symbols .

    I usually use NQ and YM continuous contract ( NQ ##-## Globex, YM ##-## Globex ) on NT with Esignal data and noticed that around expiration day last week there is a big difference in data between the 6/09 contract symbol ( NQ 6/09 Globex ) and the continuous contract symbol ( NQ ##-## Globex )

    What am I missing here and can you suggest what I can do to avoid trouble in the future ?

    #2
    Hi starrynight, this can happen around expiration with continuous contracts, as you don't know when the data provider will switch the continuous symbol to the new front month.

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