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Direct MessagesDate/Time: Thu, 16 May 2024 13:16:50 +0000
Post From: Back adjusted amount manually not sticking
| [2015-09-16 12:00:39] |
| User59042 - Posts: 22 |
|
Hello SCH team, This is copied selection of message log. Problem is I follow this process http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ControllingRolloverAmount, i.e. adjust data on historical chart, re-writing opening price and getting -9.25 difference for may Daily chart. Yet on intraday charts I still have only -9.00 price difference. Reloading,recalculating is not helping and in message log you can see it shows me -9. What am I doing wrong? Goal is to get same price difference (-9.25 in this case) for intraday charts as well. Thanks ESZ5-CME [CB] Daily #6: ESU5-CME Open price on 2015-09-10 is 1943.75. | 2015-09-16 06:48:11 ESZ5-CME [CB] Daily #6: ESZ5-CME Open price on 2015-09-10 is 1934.5. | 2015-09-16 06:48:11 ESZ5-CME [CB] Daily #6: ESU5-CME price difference to ESZ5-CME is -9.25. | 2015-09-16 06:48:11 ESZ5-CME [CB] Daily #6: Back adjust amount for symbol ESU5-CME is -9.25. | 2015-09-16 06:48:11 Checking Intraday data file for symbol ESU5-CME for the date range from 2015-06-11 to 2015-09-10. | 2015-09-16 06:52:05 Checking Daily data file for symbol ESU15 for the date range from 2015-06-11 to 2015-09-10. | 2015-09-16 06:52:05 Checking Intraday data file for symbol ESZ5-CME for the date range from 2015-09-10 to 0. | 2015-09-16 06:52:05 Checking Daily data file for symbol ESZ15 for the date range from 2015-09-10 to 2015-09-16. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4 | Price data for daily data file ESZ15.dly. Date: 2015-09-10, Price: 1939.75. Date: 2015-09-16, Price: 1966.25 | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4 | Price data for daily data file ESU15.dly. Date: 2015-06-11, Price: 2101.5. Date: 2015-09-09, Price: 1942.75 | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4 | Symbols used for continuous contract chart: | 2015-09-16 06:52:05 ESU15 | 2015-09-16 06:52:05 ESZ15 | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: Performing continuous futures contract back adjustment calculations. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: ESU5-CME Open price on 2015-09-10 is 1943.75. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: ESZ5-CME Open price on 2015-09-10 is 1934.75. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: ESU5-CME price difference to ESZ5-CME is -9. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: Back adjust amount for symbol ESU5-CME is -9. | 2015-09-16 06:52:05 |