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Date/Time: Thu, 16 May 2024 04:51:12 +0000

Post From: futures rollover

[2017-09-07 13:17:15] Link To Thread - Link To Post [Go To First Post]
dtl-saw - Posts: 79
just rolled over into next ES futures contract and I'm using continuous contracts for the continuous contracts chart setting i'm using "continuous futures contract - date rule rollover" i'm not using the "back adjusted" setting. i didn't expect there would be any changes in the prior contract prices on my chart but they are changed by -2.25 points. is this expected behavior? if so, what do i need to do to get no prior contract price changes when rolling over futures contracts thanks