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Date/Time: Tue, 21 May 2024 21:58:06 +0000

Post From: Sierra Data not accurate

[2019-09-14 02:30:34] Link To Thread - Link To Post [Go To First Post]
User149226 - Posts: 16
The price adjustment on the December (Z) contract for /es is 1.75 points ahead of the September (U) contract so the all time high in /es is supposed to be on the December contract 3031.25 versus the September high of 3029.50. Using the continuous futures contract with a date rule rollover, back adjusted I'm supposed to get 3031.25 and I'm not. The number appearing is 3030.75 which is not accurate. Using a volume based rollover back adjusted the high comes out to 3031.50, again not accurate.