Support Board
Date/Time: Wed, 17 Sep 2025 13:25:56 +0000
Back adjusted chart had price gap. Fixed it, however, can this be avoided moving forward?
View Count: 68
| [2025-09-15 15:03:56] |
| marketorderer - Posts: 11 |
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Good morning. On Sunday, I had an ES chart open all day and into the Sunday open. This chart was set to Continuous Contract - Volume Based Rollover - Back Adjusted. Automatically Rollover Futures Symbol = Yes. My understanding is that this should avoid 'gaps' in price upon rollover. Upon a chart reload from changing a lookback study input, a price gap appeared on the chart. I double checked my contract settings, tried on fresh charts, different bar periods, and looked into some Sierra Chart documentation, I saw this section where I tried anything else listed that I hadn't already: Continuous Futures Contract Charts: Basic Steps to Correct Invalid Back Adjust Amount for Most Recent Transition to New Contract Month None of those resolved it until Step 5 "Edit >> Download Data from End of Chart" which got rid of the gap. Great, however... This brings me to my main question: Does anyone know why this might have happened and how to avoid this + its manual fix moving forward? This would be important to me, as I plan to run an automated trading system in the near future, and this happening + requiring a manual fix would be something I'd like to preemptively avoid. If there's any other chart setting, global setting worth looking into and 'correcting', I would greatly appreciate any insight. Thank you in advance. Date Time Of Last Edit: 2025-09-15 15:07:48
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| [2025-09-16 21:13:08] |
| Sierra_Chart Engineering - Posts: 20901 |
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Refer to the information here regarding downloading of historical daily data: Downloading Historical Daily Data: Automatic Download Historical daily data is used for back adjustments. What is the time and time zone for the download? Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-16 21:49:01] |
| marketorderer - Posts: 11 |
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Mine is set to 17:45:00 EST
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| [2025-09-17 03:07:48] |
| Sierra_Chart Engineering - Posts: 20901 |
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That is correct. It is hard to say what the issue was. There may have been incorrect or missing data for the date of the rollover in the historical daily data files for September and December. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-09-17 03:08:02
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