Support Board

Date/Time: Thu, 25 Apr 2024 17:52:51 +0000

Post From: Back adjusting confusion

[2021-10-29 11:34:23] Link To Thread - Link To Post [Go To First Post]
User19165 - Posts: 346
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