Support Board
Date/Time: Tue, 16 Sep 2025 21:34:49 +0000
Post From: Rollover procedure
| [2021-12-09 11:38:00] |
| nicktrader - Posts: 772 |
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On Friday after the close of the market, all values were suddenly adjusted and the differences were ZERO.
This does not make sense. There must be changing values in the historical daily data files, from the data provider causing this and changes with the price difference between contract months. Pls see pic. I made on two different days a screenshot of the highlighted contract. I used a spreadsheet to collect the data. Datafeed: Denali... mentioned time in screenshot = MEZ Date Time Of Last Edit: 2021-12-09 12:02:27
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 ES screenshots.png / V - Attached On 2021-12-09 11:37:35 UTC - Size: 23.41 KB - 236 views |