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Direct MessagesDate/Time: Sun, 05 May 2024 02:04:11 +0000
Post From: Very Impressive!: New Continuous Futures Contract Feature
| [2013-12-30 17:05:36] |
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A quick explanation is that back adjusting means that prior contract months in a Continuous Futures Contract chart are adjusted by the rollover gap which occurs from one contract month to the next. For example, if there is a price difference of -6.5 when rolling over from December to March ES futures, then the December futures prices are decreased by 6.5 in the chart. Here's an example of this: ESH14 [CB] 30 min #1: Performing continuous futures contract back adjustment calculations. | 2013-12-30 12:05:05
ESH14 [CB] 30 min #1: ESU13 Open price on 2013-09-12 is 1689.75. | 2013-12-30 12:05:05 ESH14 [CB] 30 min #1: ESZ13 Open price on 2013-09-12 is 1683.25. | 2013-12-30 12:05:05 ESH14 [CB] 30 min #1: ESU13 price difference to ESZ13 is -6.5. | 2013-12-30 12:05:05 ESH14 [CB] 30 min #1: ESZ13 Open price on 2013-12-12 is 1780.75. | 2013-12-30 12:05:05 ESH14 [CB] 30 min #1: ESH14 Open price on 2013-12-12 is 1774.25. | 2013-12-30 12:05:05 ESH14 [CB] 30 min #1: ESZ13 price difference to ESH14 is -6.5. | 2013-12-30 12:05:05 ESH14 [CB] 30 min #1: Back adjust amount for symbol ESU13 is -13. | 2013-12-30 12:05:05 ESH14 [CB] 30 min #1: Back adjust amount for symbol ESZ13 is -6.5. | 2013-12-30 12:05:05 Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-12-30 17:06:19
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