Support Board
Date/Time: Sun, 22 Dec 2024 11:31:34 +0000
Post From: Data issues
| [2015-06-25 23:09:49] |
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Also because you are using the Continuous Contract option to rollover based on volume with back adjustments, this has a dependency on the historical daily data for the symbol. If that data is incomplete, then that can affect the prices significantly. So that is another thing which complicates this further. Our opinion is that the historical daily data which this chart depends on may have been incomplete which caused the rollover date or the back adjustment amount to change after the data was re-downloaded. The re-download also includes historical daily data. It is our opinion, that volume analysis should not be done on back adjusted data because the prices are being changed to prices that the market never traded at. And being this is for the ES futures, you should always use a date-based rollover. Not a volume rollover. 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: 2015-06-26 01:15:52
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