Support Board
Date/Time: Fri, 18 Jul 2025 13:30:16 +0000
Post From: Denali Feed continuous futures contract price incorrect after rollover on some charts
| [2023-06-13 15:42:58] |
| User913235 - Posts: 4 |
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After rolling over the futures contract (from ESM23 to ESU23 in this case) using the date rule rollover, back adjusted option, I noticed that on some charts the price is incorrect; it is off by a few ticks. This, however, only happens on some charts. I've posted screenshots below of the correct and incorrect price. Changing the continuous contract to none shows the correct price so this seems to be a rollover issue that only affects some charts. I tried removing all the studies on the affected chart and the price is still in correct. I also tried creating a new intraday chart and then setting the continuous contract option, which then shows the incorrect price. Any help or suggestions would be greatly appreciated. Thank you! Note: In the screenshot provided, please see the chart value crosshair on each chart, which shows the previous day low (6/12/23 low). The value is different on each chart. Date Time Of Last Edit: 2023-06-13 15:44:16
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 pLow-esu23-correct.png / V - Attached On 2023-06-13 15:36:23 UTC - Size: 296.46 KB - 93 views pLow-esu23-incorrect.png / V - Attached On 2023-06-13 15:36:30 UTC - Size: 460.97 KB - 90 views |