... well on the 30 minute timescale, needed given the index is update on the half hour, you can get a clean year on IG x all the indexes which gives a reasonable data set to get a ...
Hard to go back far enough to test on IG as even using 15min candle i can only go back 6-9mnths, but i cant remember any not closing
May I suggest doing some back testing on how many times the gap has closed - for whatever reason. I'll leave it at that. Good luck
How did you make out on the div ? How many times have traded it so far and you had any losers ?
Looks like gap just closed, well done to all who tradef FTSE DIV...