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Date/Time: Thu, 16 May 2024 06:26:03 +0000



Post From: continuous futures contract back adjusted shows gap

[2015-08-20 01:05:49]
dominikos - Posts: 106
Ok, you can give me a call.

I was able to reproduce the problem. I start with no CL files in Data directory. Then I set my chart to five minutes of CL from either historical or IB, does not seem to matter, In days to load I specify 200. The data on the chart is loaded properly and contract adjustments are correct, no gap.
Then, I go back to chart settings and set days to load to 2000. Once the data is reloaded, a gap shows up. The contract is set to October.

I should also provide a disclaimer that I run SierraCharts 1282 on OS X using Wine.