If this is not bad data, what is it?

[bf2]

I am assuming this is not bad data. Could someone tell me the volume suddenly becomes zero in the charts attached?

Thanks in advance.

[bf2]

And this

[bf2]

or this

[ACM]

Re: If this is not bad data, what is it?

bf2
In some cases that is because the #F continuous contract is tracking a specific contract when it is close to its expiration hence thinly traded. You may want to review this article in the eSignal KnowledgeBase for the details on how eSignal rolls the #F contracts
In other cases the #F continuous contract may be tracking a contract month listed by the exchange that is however traditionally thinly traded.
This is why eSignal also provides a tool that allows you to build your own continuous contracts using rollover dates and contract month selection of your choice. For more on this tool you may want to review this article in the eSignal KnowledgeBase
Alex

Originally posted by bf2
I am assuming this is not bad data. Could someone tell me the volume suddenly becomes zero in the charts attached?

Thanks in advance.