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Date/Time: Sun, 16 Jan 2022 18:43:27 +0000



Post From: Back adjusting confusion

[2021-10-29 11:34:23]
User19165 - Posts: 312
As I wrote today, the back adjusting recommended value is different from yesterday (the actual day of the roll). You cannot see the problem today. The problem occurs on the rollover day every single month. Yesterday did not read -29, it read -43 as I posted in my screenshot of the message log.

Rollover method for the contract is set to 1 business day before the last business day of the month -- which is correct. Chart is set to continuous contract - date based rollover back adjusted
Date Time Of Last Edit: 2021-10-29 11:42:38