Support Board
Date/Time: Mon, 20 Oct 2025 01:53:07 +0000
Post From: Urgent Clarification Required on VWAP Discrepancies
| [2025-10-01 03:37:49] |
| User198120 - Posts: 3 |
|
Dear Sierra Support, To enable proper backadjustment of NIFTY futures in Sierra, please specify the exact data format required from us as a vendor. 1. Should we provide each monthly NIFTY contract (e.g., NIFTY-SEP, NIFTY-OCT, etc.) with full historical OHLCV and expiry mapping so that Sierra constructs the continuous chart internally? 2. Are there specific naming conventions or mapping rules we must follow to ensure Sierra correctly applies backadjustment and rollover? 3. If any additional requirements exist to make backadjustment fully functional, please provide them clearly. This will allow us to align our feed precisely with Sierra’s requirements and ensure traders can rely on accurate backadjusted data |