Support Board
Date/Time: Fri, 31 Jan 2025 09:08:00 +0000
Post From: 6E Continuous Backadjust log report wrong price levels
| [2019-04-19 21:53:38] |
| User925794 - Posts: 21 |
|
Instead of opening another support request, I'm leaving it in this thread. This all has to do with back adjusted contract charts. I am still finding two issues regarding rollover. Issue 1: Regarding 6E Global Settings > Symbol Settings > 6E > default has Method 3 > Number of Calendar Days = 8; Friday Count Within Contract Month = 3. The "Number of Calendar Days" should be set = 0 for this method. When I upgrade to newest release, the default goes back to =3. As a suggestion, either set these defaults correctly or give the user the responsibility and control of these settings without default override changes. Issue 2: Regarding YM (and would assume for ES, NQ, other equity symbols?): Part 1: Similar as for 6E above: Global Settings > Symbol Settings > 6E > default has Method 4 > Number of Business Days = 3; Wednesday Count Within Contract Month = 3. The "Number of Business Days" should be set = 2. When I upgrade to newest release, the default goes back to =3. As a suggestion, either set these defaults correctly or give the user the responsibility and control of these settings without default override changes. Part 2: In a chart with 23 hour session from globex open to close, under "Chart Settings">"Advanced Settings">"Continuous Contract">Continuous Futures Contract - Date Based Rollover, Back Adjusted": on the transition date of Friday - March 15th, the chart data stops @ 08:30 CST and starts again on Sunday - March 17 @ 17:00 CST. Why is the chart not plotting data between 08:30-17:00? When I change the setting from date based to volume based back adjusted "Chart Settings">"Advanced Settings">"Continuous Contract">Continuous Futures Contract - Date Based Rollover, Back Adjusted" to "Chart Settings">"Advanced Settings">"Continuous Contract">Continuous Futures Contract - Volume Based Rollover, Back Adjusted", the data plots correctly including on the volume roll date7. |