Support Board
Date/Time: Sun, 22 Dec 2024 05:26:12 +0000
Post From: Incorrect Data for Treasury Notes Futures (ZN)
| [2015-03-05 23:43:56] |
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Why is this incorrect? We see the same values. When we set the rollover to back adjust, then these are the calculations: ZNM15 [CB] 30 Min #3: ZNH15 Open price on 2015-02-27 is 128.2344. | 2015-03-05 18:41:37 ZNM15 [CB] 30 Min #3: ZNM15 Open price on 2015-02-27 is 127.5781. | 2015-03-05 18:41:37 ZNM15 [CB] 30 Min #3: ZNH15 price difference to ZNM15 is -0.65630001. | 2015-03-05 18:41:37 ZNM15 [CB] 30 Min #3: Back adjust amount for symbol ZNH15 is -0.65630001. | 2015-03-05 18:41:37 So the gap you see is correct. If you do not want to see the gap, then set the Continuous Contract option to date rollover back adjusted. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-03-05 23:44:57
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