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Date/Time: Mon, 29 Apr 2024 07:33:51 +0000



Post From: Automatic adjusment for rollover

[2014-03-14 14:33:23]
User59042 - Posts: 22
Hello Sierra,

I am trading e-mini S&P 500, symbols ES. When rolling over from ESH4 to ESM4 there was automatic adjustment by -7.25 points. Not only me thinks that adjustment should be -7.0 points based on CME difference in closing price. I know there is 7.25 difference betwen open/high, so it is argueable.
So I wanted to adjust my charts back up by 0.25 points but is seems not working. I use date rule rollover, back adjusted setting - symbol following with [CB]. Should I try more or it is impossible to adjust this Continuous contract manually?

Thanks.