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Date/Time: Sat, 18 May 2024 20:43:13 +0000



Post From: Rollover data adjustment

[2017-06-08 17:56:48]
User924791 - Posts: 12
Since SierraChart uses Open prices, not Settle prices, to calculate the rollover offset you'll need to edit the daily data as described in post #4.
http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500.html
So, to make the difference between today's open of June and the open of Sept be -2.25 instead of -1.25, you could either increase June one point from 2431.50 to 2432.50 or decrease Sept one point from 2430.25 to 2429.25.