Support Board
Date/Time: Sun, 24 Nov 2024 07:45:29 +0000
Post From: Back Adjustment Not Showing In Log
| [2024-06-18 13:49:16] |
| PolandSpringer - Posts: 30 |
|
Whenever I rollover futures I enable the "detailed continuous futures contract logging" and look in the message log for the point adjustment from contract to contract. For the current ES roll, from ESM to ESU it is saying there is no point adjustment. There is however a big difference in the contract prices. Here is the messages from the log (I removed chart names to condense): 2024-06-18 09:45:04.743 Checking for volume based rollover dates. 2024-06-18 09:45:04.745 Volume based rollover from ESM24_FUT_CME to ESU24_FUT_CME occurs at 2024-06-14 2024-06-18 09:45:04.745 Performing continuous futures contract back adjustment calculations. 2024-06-18 09:45:04.756 ESM24_FUT_CME Settlement price on 2024-06-13 is 5438.499878440052. 2024-06-18 09:45:04.756 Error while getting daily settlement price with date 2024-06-13 from file. Z:\SierraChart\Data\ESU24_FUT_CME.dly. Error: No Data for read. End of file. 2024-06-18 09:45:04.756 ESM24_FUT_CME price difference to ESU24_FUT_CME is 0. 2024-06-18 09:45:04.756 Back adjust amount for symbol ESM24_FUT_CME is 0. 2024-06-18 09:45:04.760 | Continuous Contract File: Z:\SierraChart\Data\ESM24_FUT_CME.scid. Start: 00:00:00.000. End: 2024-06-13 16:14:59.999 2024-06-18 09:45:04.761 | Continuous Contract File: Z:\SierraChart\Data\ESU24_FUT_CME.scid. Start: 2024-06-13 16:15:00.000. End: 00:00:00.000 Date Time Of Last Edit: 2024-06-18 13:49:54
|