Support Board
Date/Time: Fri, 28 Aug 2026 18:55:24 +0000
Post From: ACSIL Historical Intraday Processing Across Continuous NQ Contracts
| [2026-07-14 15:45:29] |
| John - SC Support - Posts: 47694 |
|
1. We are not certain of what you are asking in terms of "preserving the overnight and RTH session for every historical trading day". Refer to the information for the Continuous Futures Contracts at the following link. Note the option for back-adjustment, as we think this may be what you are referring to. Continuous Futures Contract Charts 2. Are you referring to during a Replay or a full recalculation? During a Replay, if you use a proper replay option and your code is setup correctly, you will get the same results. While doing a full recalculation, only each bar is specifically calculated, so any trades that would occur intra-bar would not occur. 3. See #1 above. 4. That is completely up to you to code. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |