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Direct MessagesDate/Time: Thu, 02 May 2024 07:49:26 +0000
Post From: 6E Continuous Backadjust log report wrong price levels
| [2019-03-19 12:31:13] |
| User925794 - Posts: 17 |
|
Good morning and good news. I was able to resolve the issue (for the time being), albeit unconventionally. After reviewing your documentation, which is really good by the way, I did the following: First, I noticed that the Rollover terms were not up to date. The CME has changed many contract terms in the last 6-8 months. Under Global Settings/Symbol Settings/Rollover for the 6E contract I changed the "Number of Business Days" from 3 to 2 per current contract specs. Then, I applied the rollover back adjust difference to last months contract via this command "6EH19=0.00865" in "Custom Continuous Contract Back Adjustment Amounts (symbol=amount):". Then, I followed the same procedure as laid out from your prior suggestion just to make sure we're dealing with a clean slate: Edit/Delete All Data and Download Chart/Reload and Recalculate The back adjusted data that was so far displaced was now offset by 0.00865. I removed the offset by deleting the cell input on the contract adjustment. Reloaded and recalculated on each chart within the affected workbook and voila, it's done. Just to make sure, I shut down and restarted SC - this seems to be a persistent fix. Thanks again for your support and attention. I will give you my phone number should you want to discuss further or review any relevant files remotely in support of your trying to understand this problem to complete resolve. Sometimes I can't help myself and the Engineer in me gets in the way ;) Cheers! Todd |