on my bigger timeframe charts i notice that the price markers are sometimes not pointing at the close of the last bar. (See attached images)
This is only visible on the weekends or when NOT connected to a data provider. As soon as a realtime tick arrives the price marker is showing the close of the last bar correctly.
The price marker almost always points at the price range associated with a rollover day. So i think the price marker is displaying the last close of the first contract that is displayed on the chart (using merge back adjusted) instead of the close of the current contract.
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