Support Board
Date/Time: Sun, 19 Jan 2025 06:31:32 +0000
Post From: Data discrepancy after rollover
| [2018-03-16 14:27:09] |
| Glenn Infinity - Posts: 103 |
|
below is from a customer, I requested he try after march went off the board, data is still off, is there any settings he should change to rectify this? from today Now that the March contracts are done, I deleted all past data files and re-downloaded data for ES, NQ and RTY. I am still seeing incorrect back adjustments based on the difference in settlement prices on Mar 7 before rollover on March 8 morning. from yesterday I rolled over my infinity charts to the new June contract yesterday, with the "continuous futures contract - date rule rollover, back adjusted" setting. While data for the last few days on the new contract is correct, data has not back adjusted correctly. For example, the ES all time high made on 1/29 is showing as 2884.50 when it should be 2883.50 - both on the daily and intra-day charts. The same is true for the RTY continuous contract. As a result all my trading zones are off. I have gone through the process of deleting all data and downloading as well as downloading historical data from the Edit menu. I have also referred to the Sierra Chart website for a solution. |