Support Board

Date/Time: Mon, 20 May 2024 11:28:25 +0000

Post From: Rollover back adjustment issue

[2018-03-08 01:19:44] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
IMHO when calculating the back adjust amount, when the last day of the contract rolling from lies in the future, the last open should be used instead. The real problem is there is missing historical daily data. We are not able to reproduce what you are seeing. Therefore, re-download data for the current and prior contract months: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing