Can someone tell me why the May 2006 high price of the continuous GC contract is $732 while the continuous ZG for the same dates is at $801.60? I know they don't trade tick for tick but those highs aren't even close. Am I missing something. Thanks.
Are you using Tradestation? It seems to be isolated to tradestation(unless you are using something other than tradestation) I have yet to figure it out, but it looks like a bad data point.
Bingo! I am using TradeStation. Thanks. EDIT: Here is another source showing 2006 high under $800. http://www.tfc-charts.w2d.com/chart/GD/W The copyright is from Omega Research. Aren't they affiliated with Tradestation?