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Date/Time: Sun, 19 May 2024 16:09:46 +0000



Post From: Weird price scale on ES daily

[2018-12-27 11:42:10]
User13668 - Posts: 291
In simple terms that makes no difference.

I think the issue is to do with decimal places in the historical data versus the real time intra day data.

So the historical chart for CQG symbol for Yen for current March 19 contract (NON continuous contract) shows correct data. (chart attached)

Turn same chart into a continuous contract (volume back adjusted) and the data mis matches. ie the big problem. (chart attached)

I have also attached the chart of the historical data just for the current Yen contract - this seems to suggest the data is out by several decimal places ie 9080.000 should be .009080. When I attempt to delete all this data and reload it for this chart I get a yellow banner message saying 'Symbol Settings not found for current service'.

I have then saved a screen grab (not attached) of all the contracts making up the continuous contract (you see this when deleting and downloading data). I can see the historical data is made up of symbol J6***. Yet in Global Symbol settings it says there is no such contract.

I am stuck. I don't follow every futures contract, but it is happening for the 6J (Yen), 6E (Euro), CL (Oil) and ES (S&P). But it is NOT happening with YM (Dow) or NQ (Nasdaq). This is even though the chart set ups are identical.
imageF.US.JY6H19 Daily #1 2018-12-27 06_11_31.174.png / V - Attached On 2018-12-27 11:40:08 UTC - Size: 34.77 KB - 263 views
imageF.US.JY6H19 [CBV] Daily #1 2018-12-27 06_12_55.213.png / V - Attached On 2018-12-27 11:40:16 UTC - Size: 36.85 KB - 280 views
imageJ6H19 Daily #15 2018-12-27 06_14_53.413.png / V - Attached On 2018-12-27 11:40:24 UTC - Size: 34.12 KB - 277 views