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Date/Time: Wed, 15 Jan 2025 06:40:14 +0000



Problem with rollover mini Nikkei

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[2017-06-08 23:54:06]
User313426 - Posts: 5
Hi,

I think there is a problem with the back adjustment of the september contract of the Osaka mini nikkei.

While today (june 8) the new contract (september) went down 40 points compared to the last contract (june), the historical chart went up 30 points compared to the last contract (june).

I think the historical chart should have gone down 40 points as well. Right?
[2017-06-09 01:41:42]
Sierra Chart Engineering - Posts: 104368
Re-download the data for the June and September contracts following the instructions here:
https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloading

After that, refer to:
Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments
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
[2017-06-09 05:21:58]
User313426 - Posts: 5
I changed the open price manually editing the daily files and it worked well!

But every time I log in Sierra it redownloads the historical data and overwrite what I edited!
[2017-06-09 15:58:50]
Sierra Chart Engineering - Posts: 104368
Yes this is true and is documented in the documentation linked to:
If you are modifying the open prices for the last two dates in a Historical Daily data file, this will be a problem because those will be rewritten at least once a day. You will have to periodically update those open prices until they are no longer the most recent two days in the Historical Daily data file.

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
[2017-06-09 16:41:15]
User313426 - Posts: 5
Hi,

Yes I was aware of it. The problem is that not only the edition of the last 2 days was reweitten, but all historical contracts I edited (since june 2016) were rewritten when I logged in.
[2017-06-09 17:56:51]
Sierra Chart Engineering - Posts: 104368
OK we have to think of a different way to do the continuous futures contract back adjustment modifications.
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: 2017-06-09 17:57:10

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