I get data from my broker Interactive Broker and all is fine but I've just notice that if I try to use the Daily (and any other timeframe) chart for NG Mar'18 the historical data is not right. The chart is not right. Sure is not what I see on Interactive broker and others screens.
the instrument is NG 03-18
for example on the Jan 11 it would look like that the price went down to 2.4 when actually this contract was trading at 2.8
Also the average reflect this incorrect price.
might be a Roll problem? I don't seam to have the same issue with other contracts and I'm not doing anything different here.
Many thanks
Mp
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