Support Board
Date/Time: Tue, 11 Feb 2025 14:33:05 +0000
Historical data changing
View Count: 561
| [2020-08-28 08:16:08] |
| rshimmin - Posts: 42 |
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Hi , I exported bar data for the Eurostoxx for the period 2010 to 2020 a couple of weeks ago. The data was continous futures contract volume based rollover back adjusted on a 30 minute timeframe. Today I have compared the chart of 03/06/2010 to the data I exported a couple of weeks ago and the high,lows and open are different. The data also seems different for the next few days, I haven't checked beyond this. I thought it might be to do with the back adjusted setting. However, the difference in price is not consistent across bars. Please see data below: Weeks ago open Today open 1605 1601 1605 1604 1602 1600 1603 1602 1604 1601 1606 1605 Can you tell me why this is? I'm concerned about the accuracy of the data. Thanks |
| [2020-09-02 08:23:47] |
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We are not sure why you believe that this is NOT related to the back-adjustment. From everything you state, it sounds like that is exactly the issue. Particularly if you just pulled up the active contract for 03/06/2010 and did not use a Continuous Back-Adjusted chart. In which case the prices absolutely should be different (one is back-adjusted, one is not). Refer to the following information related to the Back-Adjustment: Continuous Futures Contract Charts: Continuous Futures Contract - Date Rule Rollover, Back Adjusted Every time a new contract month is added to the Continuous Futures Contract Chart all the prior months will change in price in a back adjusted chart. 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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