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Date/Time: Fri, 14 Mar 2025 04:19:46 +0000



Market profile shifted when moved to new contract

View Count: 527

[2022-06-16 19:38:20]
User_Waz - Posts: 11
Hi Team,

I have moved over contracts from F.US.MNQM22 to F.US.MNQU22 today, and have discovered that the Market Profiles, have shifted from it's previous contract pricing. They no longer reflect the actual price they traded at. I have updated Sierra to the pre release version and it's made no difference.

I have attached 2 pictures one before and after.


Look forward to your replay

Many thanks
Waseem
imageAfter.jpg / V - Attached On 2022-06-16 19:36:59 UTC - Size: 101.22 KB - 138 views
imageBefore.jpg / V - Attached On 2022-06-16 19:37:08 UTC - Size: 130.41 KB - 132 views
Attachment Deleted.
[2022-06-16 20:22:21]
John - SC Support - Posts: 38653
If you are using a Back-Adjusted Continuous Contract option then that is why you are seeing a difference. The data for the old contracts is adjusted in order to not have a "gap" between the contracts. Refer to the information here:
Continuous Futures Contract Charts: Understanding Back Adjusted Price Data and Comparisons
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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