OHLC 30 min chart help req


Active Member
That's the nature of the beast. You are assuming that trading is continuous which is not always the case. There is no reason that the last trade of one bar and the first trade of the next bar have to occur at the same price. This often happens especially during low volume periods when the cash market is moving and yet no trading of futures occurs. This is even more pronounced at shorter times - compare 1 and 60 minute charts. During RTH there is more volume and this happens less often. Of course, even the cash market can exhibit gaps and futures will do likewise.

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