It was a deliberate directorial choice, so it wasn't an accidental continuity error
The script states the Stock Exchange scene is in the evening
INT. STOCK EXCHANGE - EVENING A frenzy of trading on the packed floor... two Traders sit on a shoeshine stand in the lobby.
Yes, it's still light outside when they leave and start the chase, but it's intended to be the end of the working day and the subsequent scenes are after sunset, in the middle of a city with high buildings blocking the sun.
Is it a little jarring how dark it is in the scenes immediately afterwards? For sure, yes. Is it a continuity "error"? That depends on your definition. The script specifically states that it is dark:
ROOKIE COP What's going on with the lights? The Veteran Cop looks back - streetlights and headlights are dying one after another. The darkness is chasing them - the darkness hits them.
Nolan chose to shoot and edit it this way, it's not accidental. Does the edit which makes the scene feel continuous contribute to that slightly jarring contrast, yes.