Support Board
Date/Time: Fri, 27 Dec 2024 05:15:23 +0000
Post From: Back adjusting price in SC for ES contract on AMP-CQG account
| [2015-12-12 23:33:30] |
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1. Because that is not the correct value according to the method Sierra Chart is using which is a solid and reliable method. We have added this to the documentation: The closing/settlement prices cannot be used because those are calculated by the exchanges using certain algorithms and will not produce correct price differences between one futures contract to the next. The open prices are the only accurate method of doing this. Furthermore, we must make it clear that the exchanges do not provide any official data about what is the correct back adjustment amount from one futures contract to the next since this concept is not anything, to our knowledge, accepted by exchanges.
2. I don't know if the following note in the above link was the reason that the -8.50 kept reappearing in the intraday charts: Almost certainly this is the reason. You have to keep making the adjustment as explained.
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: 2015-12-12 23:34:55
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