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Direct MessagesDate/Time: Thu, 09 May 2024 13:19:14 +0000
ESM18 SC Data feed for 3/7/18 is +1 handles from CME data
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| [2018-03-08 15:14:54] |
| User796776 - Posts: 95 |
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The ESM18 contract from the SC data feed is +1 handles above CME data. ftp://ftp.cmegroup.com/pub/settle/stleqt FINAL PRE-CLEARING PRICES AS OF 03/07/18 06:00 PM (CST) ES CME E-MINI S&P 500 FUTURES JUN18 Open 2708.00 High 2735.25 Low 2686.50 Last 2727.25 Settle 2728.25 |
| [2018-03-08 16:24:19] |
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This would be incredibly unlikely. Check to make sure you understand what contract month you are looking at in the chart. Refer to: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months 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 |
| [2018-03-08 17:22:10] |
| User796776 - Posts: 95 |
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Not sure how I am misunderstanding, apologies if this is the case. I am using Continuous Futures Contract - Date Rule Rollover, Back Adjusted. My chart rolled from H to M today. SC reports "ESM18 [CB] [M] Daily #17 | Back adjust amount for symbol ESH18 is 6. | 2018-03-08 11:39:28 " I have executed a "Delete All Data And Download" but my data values seem to be incorrect. SC Historical Daily Chart Wed 2018-03-07 00:00:00.000 Bar Begin Time Region 1 ESM18 [CB] [M] Daily #17 () Price Chg: -0.75 Open: 2706.00 High: 2736.25 Low: 2687.25 Last: 2729.25 I also looked at Barchart data from 3/7/18 and it matches the CME data. S&P 500 E-Mini Jun '18 (ESM18) Open 2,708.00 High 2,735.25 Low 2,686.50 Last 2,728.25 Somehow my ESM18 historical chart is off from barchart and the cme. I am unsure how to proceed. |
| [2018-03-08 19:41:01] |
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This is not something we provide support for if you are using the back adjustment option. Do not use that particular Continuous Futures Contract option if you want accurate prices.
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 |
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