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Direct MessagesDate/Time: Mon, 29 Apr 2024 10:23:45 +0000
Unable to get back adjustment amount on @NQ
View Count: 515
| [2020-06-12 01:57:58] |
| jwick - Posts: 142 |
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I'm unable to properly rollover @NQ from 06 to 09. Here is what I've tried on my main instance: First, Chart -> Perform Futures Symbol Rollover. On the message log, I see back adjust amount as 0. So then I tried Edit -> Delete all data and download and I selected the 09 contract. Still on the message log I see back adjust amount is 0. I'm not sure how to get the proper back adjust amount? I've attached my message log. |
Private File |
| [2020-06-12 09:56:08] |
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You can manually modify the back adjustment amount. Refer to: 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 |
| [2020-06-12 10:17:00] |
| jwick - Posts: 142 |
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Sorry I don't think I explained properly. SC is appropriately applying a backjust amount (I know this because all my annotations are off) however I cannot get that amount by which the contract is being backadjusted (the message log simply says 0 which it isn't) in order to adjust all my annotations.
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| [2020-06-12 10:28:59] |
| jwick - Posts: 142 |
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Cleared up the issue. In the docs you linked, "Finally, if there is an inaccuracy with the back adjustment price amount between contract months in the chart, then re-download the data from one month before the first contract month in the chart which is not accurate, all the way to the last contract month loaded in the chart.". I was re-downloading from the first month (09) reporting the 0 back adjust amount. After I redownloaded 06 as well as 09, the back adjust amount was reported in the message log "Back adjust amount for symbol NQ-202006-GLOBEX is -12.25"
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