Support Board
Date/Time: Wed, 12 Mar 2025 21:40:01 +0000
Incorrect pricing data for CL
View Count: 476
| [2022-05-29 12:23:49] |
| Baynkr - Posts: 3 |
|
Hi Support, My data is showing a high of $112.80 on May 17th RTH session when it should be somewhere around $115.60. This is affecting my current analysis. Note: I have adjusted the time settings, deleted and reloaded the data, and followed almost every relevant thread on the support board before writing in. Thanks in advance. |
 Screenshot 2022-05-29 at 14.11.42.png / V - Attached On 2022-05-29 12:22:54 UTC - Size: 77.55 KB - 121 views Attachment Deleted. |
| [2022-05-29 13:14:15] |
| User431178 - Posts: 613 |
|
There is nothing incorrect, you are a continuous contract back adjusted chart, therefore the prices from prior contract months have been adjusted. If you want to see the prices as they actually were for earlier contract months, then don't use a back adjusted chart. Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options |
| [2022-05-29 13:20:00] |
| Baynkr - Posts: 3 |
|
Thanks but that still doesn't seem to resolve the issue. I have reverted to no back adjustment and deleted / re-downloaded all the data yet I have the same issue. See attached |
| Screenshot 2022-05-29 at 15.17.51.png / V - Attached On 2022-05-29 13:19:52 UTC - Size: 219.23 KB - 124 views |
| [2022-05-29 14:01:52] |
| User431178 - Posts: 613 |
|
Yes, but now you are only showing July contract data, whereas the high at $115.60 you mention was from when June was the front month. You would still need to use continuous contract, just not back adjustment, so either of Continuous Futures Contract - Date Rule Rollover or Continuous Futures Contract - Volume Based Rollover would work, depending on how you prefer the rollover to be managed. |
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