Support Board
Date/Time: Thu, 06 Nov 2025 08:28:40 +0000
Post From: Sierra Data not accurate
| [2019-09-14 02:30:34] |
| 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.
|