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Date/Time: Tue, 07 May 2024 17:48:42 +0000



Post From: How long is the period for volume based back adjusted continuous contracts?

[2018-11-13 11:00:01]
Sierra Chart Engineering - Posts: 104368

I looked at the CL-201712-NYMEX back-adjusted 15M intraday chart, next to the same CL-201712-NYMEX 15M none intraday chart and it seem that all the CL-201712-NYMEX back-adjusted pricing was back-adjusted, from each day, instead of just one particular bar at the roll-over day, session start time.
Yes this is indeed the case. It has to be. Otherwise the futures contract back adjustment does not make any sense.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2018-11-13 11:00:34