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Direct MessagesDate/Time: Tue, 30 Apr 2024 20:42:05 +0000
Sierra Data not accurate
View Count: 577
| [2019-09-14 02:30:34] |
| User149226 - Posts: 16 |
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The price adjustment on the December (Z) contract for /es is 1.75 points ahead of the September (U) contract so the all time high in /es is supposed to be on the December contract 3031.25 versus the September high of 3029.50. Using the continuous futures contract with a date rule rollover, back adjusted I'm supposed to get 3031.25 and I'm not. The number appearing is 3030.75 which is not accurate. Using a volume based rollover back adjusted the high comes out to 3031.50, again not accurate.
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| [2019-09-16 09:27:04] |
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Refer to this section: Continuous Futures Contract Charts: Understanding Back Adjusted Price Data and Comparisons 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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