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Date/Time: Mon, 25 Nov 2024 10:44:37 +0000



Post From: Back adjustment not working after rollover

[2024-03-12 14:32:31]
User948037 - Posts: 15
I'm using volume-based rollover with back adjustment on ES (with rollover set to automatic). My charts show the correct symbol now (ESM24), and the rollover date (when shown on the chart) is today. But there has been no back adjustment. I have a huge gap between yesterday's RTH close and today's open. This is on two separate charts.

I've followed the steps at Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data twice now, and there is still no back adjustment.

Any suggestions?