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Date/Time: Sat, 30 Nov 2024 03:36:19 +0000



Post From: Past data discrepancies

[2022-12-29 17:56:31]
User98657 - Posts: 327
I'm not sure I'm understanding your answer completely.

If I don't use back adjusted data, how do I get accurate charts in futures on data prior to each roll? I would see today's prices accurately, of course, but looking at a daily chart, for instance, using intra day tick data, the days that occurred in the previous contract would not be relative to today's price if not back adjusted.

Is there another option to get that accurately?

Thanks.