Chart history gap
Platforms & ToolsMissing bars rather than a jump in price: what leaves them, why a closed market is not one, and what a calculation reaching across one picks up.
A chart history gap is a stretch of missing bars in a terminal's stored history — not a jump in price between one bar and the next, but a period for which no bar is held at all. The chart draws what it has, so the two bars either side of the gap sit next to each other and the absence is easy to miss.
Gaps have ordinary causes: a terminal that was not running while the market moved and a server that does not backfill that far, a change of data source, an instrument that was renamed. Periods when the market is genuinely closed are not gaps, which is part of why the two are hard to tell apart at a glance. What they affect is anything computed across them. A calculation that reaches back a fixed number of bars reaches across the hole and takes in bars from the wrong time, and a test run over the period simply skips it and reports on the rest without saying so.