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Date/Time: Thu, 20 Jun 2024 20:09:00 +0000



Incorrect Historical Prices on Futures Contracts

View Count: 355

[2023-05-18 22:23:18]
jj554 - Posts: 20
I'm using the Teton Routing Service and Denali data. The historical prices on the historical chart files for various futures contracts that I've tested are inaccurate when compared to the data taken from other online charting services or the database available at the NASDAQ website. The current quotes are accurate however. I assume it's the SC data that is incorrect because the ZS continuous contract chart shows negative prices in 2006. I read through the continuous contract and back adjusting information in the SC user manual but the troubleshooting steps did not fix the problem.
[2023-05-19 16:43:19]
John - SC Support - Posts: 32499
If you are going to try and compare historical data, then you would need to not use a "Back-Adjusted" Continuous Contract.

When you Back-Adjust the data, you are changing the prices of that historical data. A non-Back-Adjusted chart will show the data as it was originally.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-05-25 23:58:04]
jj554 - Posts: 20
I think I misunderstood the purpose of back adjusting the data. Thank you.

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