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Date/Time: Wed, 27 Nov 2024 08:27:44 +0000



Post From: Historical data inconsistency after rollover

[2023-09-12 06:07:12]
User785723 - Posts: 57
I am using "SC Data - All Services". When the symbol rolls over from ESU23-CME to ESZ23-CME, I see a large difference in historical prices.

You can see the examples as well as my chart settings in the attached file.

As an example, May 3rd prices for ESZ23-CME are ~50 points more than ESU23-CME.

What could be the reason?
attachmentESU23-ESZ23.pdf - Attached On 2023-09-12 06:06:45 UTC - Size: 169.69 KB - 182 views