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Date/Time: Mon, 25 Nov 2024 12:45:47 +0000



Post From: SP Futures Rollover data issue

[2024-03-12 14:31:30]
User310898 - Posts: 38
Hi are you aware of any data issues with the latest ES (SP500 Futures) rollover? See attached.

Contract was rolled over, I have Volume Based Rollover, Back Adjusted been rolling over for years with no problem.

Suddenly I am faced with an 80 point gap that is not real.

I have tried Edit - > Delete all Data and Download. No resolution.

I am using the Denali feed – I see a few other asking about this so I assume it is an issue your end? Could you assist?

Thanks!
Attachment Deleted.
imageES rollover issue.png / V - Attached On 2024-03-12 14:31:05 UTC - Size: 85.15 KB - 63 views