Support Board
Date/Time: Fri, 28 Feb 2025 22:17:18 +0000
Post From: Urgent - questionable rollover calculation?
| [2021-08-31 05:41:43] |
| User19165 - Posts: 346 |
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There definitely was something wrong yesterday (Monday) on the actual rollover day. None of my prices were back adjusted moving on to the SEP contract. The detailed logging for continuous contracts said the back adjustment was zero - in both HHI and HSI. Today that is not the case and the adjustment is huge. I haven't adjusted my drawings yet and I obviously can't go back in time. But here is a chart with the drawings unchanged and the correct back adjusting taking place today. I mark where this rectangle showed up yesterday morning (and where it supposed to be). I'll do the drawing adjustment today. There is without a doubt an issue here somewhere. Related to rollover on a Monday? Something timezone related? Just throwing ideas out there. |
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