Support Board
Date/Time: Wed, 27 Nov 2024 06:31:06 +0000
Post From: Spreadsheet
| [2023-09-27 15:44:23] |
| John - SC Support - Posts: 36309 |
|
With this when a rollover does take place the historic data will get altered?
Yes, the Back-Adjustment moves the data up or down for a particular contract month such that the chart looks like a continuous chart without any gaps where the rollover occurs. If you do not use the Back-Adjusted option, then this will not occur and the data will show the actual OHLC data for that contract at that time. Is there a way to capture the historic OHLC values that does not change with rollover? if say the open price for GC on 09/27/2019 was 1690.5 anytime i open spreadsheet it should reflect this price?
Do not use a Back-Adjusted Continuous Futures Contract option. Instead of using "Volume Based Rollover, Back Adjusted", use "Volume Based Rollover". For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |