Support Board
Date/Time: Fri, 24 Oct 2025 16:02:02 +0000
negative prices in continuous charts
View Count: 48
| [2025-10-23 16:05:27] |
| User499050 - Posts: 5 |
|
Hello, I'm using volume based back adjusted rollover method for continuous charts, and the prices for COCOA (ticker CC) are being shown negative for past dates (from around feb 2024 to all the way back) why is this happening and how do I avoid this for practical purposes? (attaching the screenshot as well) |
 Screenshot 2025-10-23 165752.png / V - Attached On 2025-10-23 15:57:59 UTC - Size: 117.61 KB - 12 views Attachment Deleted. |
| [2025-10-23 17:56:25] |
| John - SC Support - Posts: 42552 |
|
We took a quick look at some of the data for Cocoa from The ICE over time and we see that there were several contracts that had large changes in price. Therefore, when you put these together in a Continuous Contract, they are going to create what you are seeing. Keep in mind that the Continuous Contract aligns the last price of a contract with the first price of the next contract, so if there are large price swings, those swings will get adjusted, in this case downwards.
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