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Direct MessagesDate/Time: Thu, 02 May 2024 13:32:09 +0000
Post From: 6E Continuous Backadjust log report wrong price levels
| [2019-03-18 22:41:49] |
| User925794 - Posts: 17 |
|
Hi Guys, I followed all steps from the manual from reload and recalculate, update symbols, to delete data and reload - same result. Running v1882 64-bit(26436) Data provider = CQG 6E contract from Mar2019 to Jun2019 using date rule backadjusted. Due to my session times, the new contract starts at the first bar open on last Thurday after globex open @ 17:00 cst. All data after that time are showing correct price levels. All data prices before that are at the adjusted calculated value plus the last open price of that Thursday's bar = 1.1304 + 86.5 = 87.604 - center for back adjust. Chart is 60min bars with 95 days loaded. From the log: F.US.EU6M19 [CB] 60 Min #8 | Performing continuous futures contract back adjustment calculations. | 2019-03-18 17:13:57 F.US.EU6M19 [CB] 60 Min #8 | F.US.EU6Z18 Open price on 2018-12-14 is 11359. | 2019-03-18 17:13:57 F.US.EU6M19 [CB] 60 Min #8 | F.US.EU6H19 Open price on 2018-12-14 is 11448. | 2019-03-18 17:13:57 F.US.EU6M19 [CB] 60 Min #8 | F.US.EU6Z18 price difference to F.US.EU6H19 is 89. | 2019-03-18 17:13:57 F.US.EU6M19 [CB] 60 Min #8 | F.US.EU6H19 Open price on 2019-03-15 is 11306. | 2019-03-18 17:13:57 F.US.EU6M19 [CB] 60 Min #8 | F.US.EU6M19 Open price on 2019-03-15 is 11392.5. | 2019-03-18 17:13:57 F.US.EU6M19 [CB] 60 Min #8 | F.US.EU6H19 price difference to F.US.EU6M19 is 86.5. | 2019-03-18 17:13:57 F.US.EU6M19 [CB] 60 Min #8 | Back adjust amount for symbol F.US.EU6Z18 is 175.5. | 2019-03-18 17:13:57 F.US.EU6M19 [CB] 60 Min #8 | Back adjust amount for symbol F.US.EU6H19 is 86.5. | 2019-03-18 17:13:57 It appears the decimal is not being used correctly. Please advise. Thanks, Todd |