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Date/Time: Sun, 16 Jan 2022 18:12:35 +0000



Post From: Back adjusting confusion

[2021-10-28 03:03:52]
User19165 - Posts: 312
Hang Seng Index on HKFE is rolling monthly. I'm trying to adjust the chart drawings so they should be correctly inline with the backadjusted prices. I look at the message log and it looks odd. Please refer to the attached screenshot.

Chart settings continuous contract - date rule roleover, backadjusted

Detailed continuous logging set


1) HSI-202110 opening price on 2021-10-31 ?? How is that even possible, today is 2021-10-28
1) HSI-202110 I can't see any reference to where the 26050 price is coming from.
2) HSI-202111 price of 26007 is the AFTER HOURS open from 2 session of Tuesday. The roll is today, not last Tuesday.
Attachment Deleted.
imageMK-2021-10-28_154504.png / V - Attached On 2021-10-28 03:03:17 UTC - Size: 8.34 KB - 35 views