Support Board
Date/Time: Wed, 15 Jan 2025 12:41:57 +0000
Post From: Rollover data adjustment
| [2017-06-15 14:16:17] |
| AKR - Posts: 523 |
|
I was asking the founder of eminiplayer.net regarding this topic - he is a really experienced trader. He said he never heard of calculating the adjustment by opening prices, but all data services he knows (DTN, Tradestation, etc) calculate by the official closing price of wednesday. Probably you could consider changing to that day as well, otherwise one needs to maintain all those old roll over dates and values etc and not only the actual one. |