Support Board
Date/Time: Sat, 10 May 2025 21:12:02 +0000
Issues with continuous backadjusted contract
View Count: 1216
| [2014-01-02 20:36:50] |
| User80624 - Posts: 7 |
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Hi , I have started to convert my charts to back adjusted contracts. I was discussing the issue with another user who was helping me to compare chart values and it turned out that I have a problem to back adjust the chart of the ES, while the YM or the NQ is fine. I did all the steps. I went into Global Symbol settings an checked that the " Number of Calendar Days before Friday Count within contract month is set to "8 calendar days" and that "Friday Count within Contract Months is set to "3". I have also changed in the chart settings to "Continuous Futures Contract - Date Rule Rollover Back adjusted". Based on this my ES chart should not have a high price of 1812.50 on (November 29th) but at least 6 points lower to my knowledge. I am using the price and order feed of TT (TT-FIX) with TT but can't really see why it should work with the NQ and the YM but not the ES. Can you help me identifying what I am doing wrong? Thanks Date Time Of Last Edit: 2014-01-02 20:37:41
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 ES chart.PNG / V - Attached On 2014-01-02 20:28:18 UTC - Size: 134.86 KB - 399 views |
| [2014-01-02 21:44:59] |
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This is caused by a bug due to the multipliers used with TT data. We are going to be releasing 1070 which solves this.
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