They just stop trading for something like 10 hours, so of course there will be gaps at times ... nothing you can do about that ...Quote from jeffrey3:
Thank You Dogfish.
Can you tell me which of these 5 markets can an US citizen trade on the exchanges you mentioned ?
Also I am doing back testing using Volume Charts & tick charts so shouldn't I incluse both Pre & Post trading hours to avoid gaps at the open ?
THanks