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Date/Time: Mon, 16 Sep 2024 19:18:10 +0000



Post From: How to replay correctly previous contracts after the roll over?

[2024-06-21 14:12:16]
John - SC Support - Posts: 34453
It all depends on what you want. What you are seeing from the replay makes perfect sense for your settings.

If you use a "back-adjusted" continuous contract, then the previous data is going to adjusted up or down to match to the current data. Not using a back adjustment will give a gap where the rollover occurred. So you need to understand this and choose your continuous contract option appropriately.
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