Login Page - Create Account

Support Board


Date/Time: Thu, 06 Mar 2025 09:02:35 +0000



Post From: Incorrect pricing data for ES mini

[2022-01-24 15:10:50]
User640414 - Posts: 28
Incorrect pricing data for ES mini on Adjusted for contract changes

Going back six months on my Sierra Market Profile, I am not getting the adjusted price levels for contract changes on my market profile charts using Denali Data Feed data. The discrepancy is by seven to nine ticks. Current data for ES H22 is fine.
I've compared to other traders using other services such as WindoTraderBlue and the discrepancy holds up. For example the for E-mini futures, WindoTraderBlue has the October 11, 2021 high as 4400 and whereas in my Sierra Chart it is at 4407.5.

https://www.sierrachart.com/image.php?Image=1642982282650.png


My current version of the Sierra Chart #2 2348.
Try to follow instructions for the below links and didn’t work.
Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments
Continuous Futures Contract Charts: Instructions for Entering Settings for Controlling Rollover Amount