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Direct MessagesDate/Time: Mon, 20 May 2024 12:09:58 +0000
Post From: ESM18 SC Data feed for 3/7/18 is +1 handles from CME data
| [2018-03-08 17:22:10] |
| User796776 - Posts: 95 |
|
Not sure how I am misunderstanding, apologies if this is the case. I am using Continuous Futures Contract - Date Rule Rollover, Back Adjusted. My chart rolled from H to M today. SC reports "ESM18 [CB] [M] Daily #17 | Back adjust amount for symbol ESH18 is 6. | 2018-03-08 11:39:28 " I have executed a "Delete All Data And Download" but my data values seem to be incorrect. SC Historical Daily Chart Wed 2018-03-07 00:00:00.000 Bar Begin Time Region 1 ESM18 [CB] [M] Daily #17 () Price Chg: -0.75 Open: 2706.00 High: 2736.25 Low: 2687.25 Last: 2729.25 I also looked at Barchart data from 3/7/18 and it matches the CME data. S&P 500 E-Mini Jun '18 (ESM18) Open 2,708.00 High 2,735.25 Low 2,686.50 Last 2,728.25 Somehow my ESM18 historical chart is off from barchart and the cme. I am unsure how to proceed. |