Support Board
Date/Time: Tue, 16 Sep 2025 19:05:39 +0000
EU6 Futures EU6M20
View Count: 737
| [2020-03-31 15:34:46] |
| Yeager - Posts: 133 |
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Hi, I am tryuing to load monthly bars back adjusted for eu6m20. The back adjusted data is simply not correct showing higher levels for 2019 prices than current market which is not correct. Traderview and CQG data shows those prices on daily continuation are below current front month market. I have tried using intraday daily bars volume based roll over back adjusted, monthly bars etc and still not correct pricing. Help would be appreciated. Best Tim |
| [2020-04-01 19:31:52] |
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Yes that does make sense you would see higher prices. If that is not what you want, then do not Back Adjusted the data. These are the calculations: E6M20 [CB][M] Daily #2 | Performing continuous futures contract back adjustment calculations. | 2020-04-01 15:13:58.311
E6M20 [CB][M] Daily #2 | E6Z18 Open price on 2018-12-14 is 1.1359. | 2020-04-01 15:13:58.324 E6M20 [CB][M] Daily #2 | E6H19 Open price on 2018-12-14 is 1.1448. | 2020-04-01 15:13:58.337 E6M20 [CB][M] Daily #2 | E6Z18 price difference to E6H19 is 0.0089. | 2020-04-01 15:13:58.337 E6M20 [CB][M] Daily #2 | E6H19 Open price on 2019-03-15 is 1.1306. | 2020-04-01 15:13:58.350 E6M20 [CB][M] Daily #2 | E6M19 Open price on 2019-03-15 is 1.13925. | 2020-04-01 15:13:58.364 E6M20 [CB][M] Daily #2 | E6H19 price difference to E6M19 is 0.00865. | 2020-04-01 15:13:58.364 E6M20 [CB][M] Daily #2 | E6M19 Open price on 2019-06-14 is 1.12775. | 2020-04-01 15:13:58.377 E6M20 [CB][M] Daily #2 | E6U19 Open price on 2019-06-14 is 1.1359. | 2020-04-01 15:13:58.389 E6M20 [CB][M] Daily #2 | E6M19 price difference to E6U19 is 0.00815. | 2020-04-01 15:13:58.389 E6M20 [CB][M] Daily #2 | E6U19 Open price on 2019-09-13 is 1.1066. | 2020-04-01 15:13:58.402 E6M20 [CB][M] Daily #2 | E6Z19 Open price on 2019-09-13 is 1.114. | 2020-04-01 15:13:58.413 E6M20 [CB][M] Daily #2 | E6U19 price difference to E6Z19 is 0.0074. | 2020-04-01 15:13:58.414 E6M20 [CB][M] Daily #2 | E6Z19 Open price on 2019-12-13 is 1.1180500000000002. | 2020-04-01 15:13:58.427 E6M20 [CB][M] Daily #2 | E6H20 Open price on 2019-12-13 is 1.125. | 2020-04-01 15:13:58.439 E6M20 [CB][M] Daily #2 | E6Z19 price difference to E6H20 is 0.00695. | 2020-04-01 15:13:58.439 E6M20 [CB][M] Daily #2 | E6H20 Open price on 2020-03-13 is 1.1169. | 2020-04-01 15:13:58.451 E6M20 [CB][M] Daily #2 | E6M20 Open price on 2020-03-13 is 1.1207. | 2020-04-01 15:13:58.463 E6M20 [CB][M] Daily #2 | E6H20 price difference to E6M20 is 0.0038. | 2020-04-01 15:13:58.463 E6M20 [CB][M] Daily #2 | Back adjust amount for symbol E6Z18 is 0.043849997. | 2020-04-01 15:13:58.463 E6M20 [CB][M] Daily #2 | Back adjust amount for symbol E6H19 is 0.034950003. | 2020-04-01 15:13:58.463 E6M20 [CB][M] Daily #2 | Back adjust amount for symbol E6M19 is 0.026300002. | 2020-04-01 15:13:58.463 E6M20 [CB][M] Daily #2 | Back adjust amount for symbol E6U19 is 0.01815. | 2020-04-01 15:13:58.463 E6M20 [CB][M] Daily #2 | Back adjust amount for symbol E6Z19 is 0.010749999. | 2020-04-01 15:13:58.463 E6M20 [CB][M] Daily #2 | Back adjust amount for symbol E6H20 is 0.0038. | 2020-04-01 15:13:58.463 For more details of how this works, refer to: Continuous Futures Contract Charts: Continuous Futures Contract - Date Rule Rollover, Back Adjusted 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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