Support Board

Date/Time: Sat, 18 May 2024 19:03:55 +0000

Post From: Rollover data adjustment

[2017-06-15 14:16:17] Link To Thread - Link To Post [Go To First Post]
AKR - Posts: 523
I was asking the founder of eminiplayer.net regarding this topic - he is a really experienced trader. He said he never heard of calculating the adjustment by opening prices, but all data services he knows (DTN, Tradestation, etc) calculate by the official closing price of wednesday. Probably you could consider changing to that day as well, otherwise one needs to maintain all those old roll over dates and values etc and not only the actual one.