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Rollover data adjustment

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[2017-06-08 11:44:08] #1 [Go To First Post]
User723043 - Posts: 11
Hi all, today (06-08-2017) I rolled from ESM17 to ESU17 (continuous contract-back adjusted) and I realized that the levels of previous dates (06-07-2017 and before) have been lowered (settlement) by 1.25 points while I would like them to have lowered by 2.25 points and so I would like to lower them to another point. How can I do? Thx

[2017-06-08 13:50:01] #2 [Go To First Post]
AKR - Posts: 523
have similar issue. I have on ES an all time high of 2438,5 but I know from trader friends they have 2437,5 (for example on TradeStation and DTN) and that is the "right" value. I did load data new already, even I deleted all data files and loades everything new. still same issue. pls help.

[2017-06-08 13:51:58] #3 [Go To First Post]
AKR - Posts: 523
and thats kinda urgent ... dont want to trade like that.

[2017-06-08 15:12:33] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There is no right or wrong and Sierra Chart has a very good method to determine the back adjustment amount. To change the back adjustment amount, follow the instructions here: Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-06-08 17:56:48] #6 [Go To First Post]
User924791 - Posts: 12
Since SierraChart uses Open prices, not Settle prices, to calculate the rollover offset you'll need to edit the daily data as described in post #4. http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500.html So, to make the difference between today's open of June and the open of Sept be -2.25 instead of -1.25, you could either increase June one point from 2431.50 to 2432.50 or decrease Sept one point from 2430.25 to 2429.25.

[2017-06-08 19:37:09] #7 [Go To First Post]
User723043 - Posts: 11
All clear now, problem solved. Many thanks for the detailed support needed!

[2017-06-09 11:47:12] #8 [Go To First Post]
opci - Posts: 90
I do not know if the real topic is ... but esu and now esm, the chart is missing today and the price shows ... what do I do? thank you

[2017-06-09 11:47:50] #9 [Go To First Post]
opci - Posts: 90
number of trade chart

[2017-06-09 12:47:05] #10 [Go To First Post]
AKR - Posts: 523
I did adjust the open price in F.US.EPM17 from 2431.5 to 2432.5 but after performing "reload and recalculate" the message log still shows 2431.5 and still the 1.25 adjustment.

[2017-06-09 18:02:03] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
I do not know if the real topic is ... but esu and now esm, the chart is missing today and the price shows ... what do I do? thank you This is not very clear for us, but if there is missing data, follow the instructions here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart I did adjust the open price in F.US.EPM17 from 2431.5 to 2432.5 but after performing "reload and recalculate" the message log still shows 2431.5 and still the 1.25 adjustment. Try again. The value may have been overwritten if the daily data file was updated. We are working on developing a more simplified way of making back adjustment modifications. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-06-12 08:39:30] #12 [Go To First Post]
AKR - Posts: 523
I did again, but still my continuous chart is unchanged after performing reload and recalculate. if I go back to the daily chart then there is my changed figure of open price in there.

[2017-06-12 14:09:45] #13 [Go To First Post]
User924791 - Posts: 12
continuous chart is unchanged after performing reload and recalculate Did you try Chart / Perform Futures Symbol Rollover ?

[2017-06-12 14:46:51] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
I did again, but still my continuous chart is unchanged after performing reload and recalculate. if I go back to the daily chart then there is my changed figure of open price in there. Wait until we come out with the new method this week to do the adjustment. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-06-15 14:16:17] #15 [Go To First Post]
AKR - Posts: 523
I was asking the founder of eminiplayer.net regarding this topic - he is a really experienced trader. He said he never heard of calculating the adjustment by opening prices, but all data services he knows (DTN, Tradestation, etc) calculate by the official closing price of wednesday. Probably you could consider changing to that day as well, otherwise one needs to maintain all those old roll over dates and values etc and not only the actual one.

[2017-06-15 16:43:25] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The method of using open prices was suggested by one of our users and it really makes a lot of sense to us and that will be how it remains. Also refer to this post here about how to change the back adjustment rollover amounts using a much easier method: New Method to Make Continuous Contract Back Adjustment Changes 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, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-06-15 16:43:35

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