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Discrepancy between AB Z06 (december) & AB #F (continuous)

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  • Discrepancy between AB Z06 (december) & AB #F (continuous)

    Hi

    I've just noticed there is a discrepancy in the daily data between the December Russell 2000 future contract and the continuous Russell 2000 future charts.

    It's only related to today's data, up until yesterday everything was fine.

    Here is the data I get:

    AB Z06

    Open 73500

    High 74080

    Low 73160

    Close 74010


    AB #F

    Open 74010

    High 74080

    Low 73160

    Close 73990


    As you can see, high and low are the same. It's the open and close data that are different.

    Any explanation why I am getting different numbers?

    Thanks.

  • #2
    Problem seems to be solved now. It might have been the switching between today's and tomorrow's contracts that probably caused the temporary discrepancy.

    I'll post back in this thread just in case this problem shows up again.

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