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Date/Time: Sun, 19 Jan 2025 03:14:59 +0000



Data discrepancy after rollover

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[2018-03-16 14:27:09]
Glenn Infinity - Posts: 103
below is from a customer, I requested he try after march went off the board, data is still off, is there any settings he should change to rectify this?

from today

Now that the March contracts are done, I deleted all past data files and re-downloaded data for ES, NQ and RTY. I am still seeing incorrect back adjustments based on the difference in settlement prices on Mar 7 before rollover on March 8 morning.

from yesterday

I rolled over my infinity charts to the new June contract yesterday, with the "continuous futures contract - date rule rollover, back adjusted" setting. While data for the last few days on the new contract is correct, data has not back adjusted correctly.
For example, the ES all time high made on 1/29 is showing as 2884.50 when it should be 2883.50 - both on the daily and intra-day charts. The same is true for the RTY continuous contract. As a result all my trading zones are off.
I have gone through the process of deleting all data and downloading as well as downloading historical data from the Edit menu. I have also referred to the Sierra Chart website for a solution.
[2018-03-16 18:13:54]
Sierra Chart Engineering - Posts: 104368
They never need to delete files:
I deleted all past data files and re-downloaded data for ES, NQ and RTY.

They only need to follow through the instructions here:
Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data

I am still seeing incorrect back adjustments based on the difference in settlement prices on Mar 7 before rollover on March 8 morning.
They need to manually make the adjustment and the instructions are here for this:
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

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