Date/Time: Sun, 16 Jan 2022 18:14:38 +0000
Post From: Back adjusting confusion
|User19165 - Posts: 312|
You posting the message log from the day AFTER the roll is meaningless. In my initial screenshot you can see the open price that sierra is referencing for the roll adjustment on the day of the rollover. You can see that the price is the open price from two after hours sessions prior. It should instead be the most recent open price of the immediately previous after hours session.
As a trader, I am going to be adjusting all my drawings on the day of the rollover only. After I make those adjustments, it would be a completely sane and logical assumption that all subsequent days sierra would report the exact same adjustment value.
Because it is a monthly roll, the cumulative adjustment errors on drawings from 5-6 months could potentially be quite large.