Let $f: [0,\infty)\to \mathbb{R}$. The quadratic variation of $f$, if it exists, is defined as the function $\langle f\rangle: [0,\infty) \to \mathbb{R}$ with $$ \langle f\rangle_t := \lim_{n\to \infty} \sum_{t_i \in \pi_n(t)} \left( f(t_{i+1}) - f(t_i) \right)^2 $$ for $t \in [0,\infty)$ where $\{\pi_n(t): n\in \mathbb{N}\}$ is a sequence of refining partitions of $[0,t]$.
I am looking for an example of a function $f$ such that $f$ is continuous and its quadratic variation $\langle f\rangle$ exists, but $\langle f \rangle$ is not continuous.
Motivation: In probability lecture notes, one sometimes reads (e.g. in the context of the pathwise Ito formula) that a path $X(\omega)$ is assumed to be continuous with continuous quadratic variation. Therefore, I would like to understand why it is necessary to explicitly demand the quadratic variation to be continuous if this is desired.