Support Board
Date/Time: Tue, 11 Feb 2025 14:19:05 +0000
Post From: Historical data changing
| [2020-08-28 08:16:08] |
| rshimmin - Posts: 42 |
|
Hi , I exported bar data for the Eurostoxx for the period 2010 to 2020 a couple of weeks ago. The data was continous futures contract volume based rollover back adjusted on a 30 minute timeframe. Today I have compared the chart of 03/06/2010 to the data I exported a couple of weeks ago and the high,lows and open are different. The data also seems different for the next few days, I haven't checked beyond this. I thought it might be to do with the back adjusted setting. However, the difference in price is not consistent across bars. Please see data below: Weeks ago open Today open 1605 1601 1605 1604 1602 1600 1603 1602 1604 1601 1606 1605 Can you tell me why this is? I'm concerned about the accuracy of the data. Thanks |