Support Board
Date/Time: Fri, 10 Jan 2025 15:36:07 +0000
Post From: wrong yesterday data with "volume based rollover back adjusted" after rollover
| [2016-09-09 18:28:00] |
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Refer to this page for how the back adjustments are done: http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ControllingRolloverAmount Here is the actual data: YMZ16 [CBV] 10 Min #1 | Performing continuous futures contract back adjustment calculations. | 2016-09-09 14:18:13
YMZ16 [CBV] 10 Min #1 | YMU16 Open price on 2016-09-09 is 18455. | 2016-09-09 14:18:13 YMZ16 [CBV] 10 Min #1 | YMZ16 Open price on 2016-09-09 is 18351. | 2016-09-09 14:18:13 YMZ16 [CBV] 10 Min #1 | YMU16 price difference to YMZ16 is -104. | 2016-09-09 14:18:13 YMZ16 [CBV] 10 Min #1 | Back adjust amount for symbol YMU16 is -104. | 2016-09-09 14:18:13 What you are seeing is completely correct. One thing that will help is to adjust the Session Times to the actual session times for that particular futures contract. Refer to: http://www.sierrachart.com/index.php?page=doc/SessionTimes.php For the session times to be used in the rollover, you need the latest version.: http://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate 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 |