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Date/Time: Sat, 01 Mar 2025 06:59:44 +0000



Post From: Rolling over from ZCN21 to ZCU21 does not keep historical data of ZCN21

[2021-06-30 13:51:09]
John - SC Support - Posts: 38292
User189132:

We do not understand how you are concluding that the historical data for the previous contract is not present. Based on the screenshots you provided we do not see any particular issue. The rollover would have occurred on June 28, 2021 and you have the data showing as expected. If you were expecting to see a price difference at the rollover, then the reason that is not present is because you have selected a Back-Adjusted Continuous Contract option. For more information on Back-Adjustments, refer to the following:
Continuous Futures Contract Charts: Continuous Futures Contract - Date Rule Rollover, Back Adjusted
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing