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Date/Time: Sun, 06 Jul 2025 04:01:56 +0000



Post From: back-adjustment not being applied only to most recent rollover

[2019-06-26 07:36:47]
User753428 - Posts: 178
I have enabled Continuous Contract: Volume-Based Rollover, Back Adjusted; but the problem occurs for Date-based Rollover, Back Adjusted too.

Now the issue:

When I have loaded an INTRADAY chart, I see that the back-adjustment is not applied to the most recent rollover; BUT back-adjustment is applied to all rollovers that occurred prior to the most recent rollover.

When I have loaded a HISTORICAL chart, the back-adjustment is applied to every rollover as intended, so no problems here.

I experience this problem on every single symbol and Delete Data & Redownload hasn't fixed the issue for me either so I don't think it's a problem of having missing historical data for a particular symbol.

Oddly enough, I only experience this problem with CQG. When using Rithmic, I do not have this problem.
Date Time Of Last Edit: 2019-06-26 07:47:25