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Date/Time: Sat, 01 Mar 2025 13:09:34 +0000



Post From: Wrong data

[2021-09-30 07:59:36]
Peter Beil - Posts: 19
That does not seem to be the problem. It seems that it has to do with the rollover: the data before the rollover date is incorrect as outlined in the following example from Sept. 16:
Daily LO contract CLV21: 71,53
Daily LO after rollover to contract CLX21: 71,24

Pls- help - I already lost so much time in trying to fix this!

PS: my continuous contract setting is "Cont. Futures Contract - Date Rule Rollover, Back Adj."
Date Time Of Last Edit: 2021-09-30 08:09:04