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    mergenonbackadjusted

    Theres a problem with that option.

    I noticed that it merge back non adjusted for prior period to the actual contract (in this case ES 03-11) but not the actual contract.

    So it merged 06-10, 09-10, 12-09 without adjusting but adjusted the period of 12-09 and 03-11.

    Any idea how to solve this matter?

    thank you
    Frank

    #2
    Hello,

    After changing this option.

    Please go in a select reload all historical data in the chart. Does this change anything?

    If I understand correctly your seeing an adjusted difference between the 09-10 contract and the 12-10 contract?

    I look forward to assisting you further.

    Comment


      #3
      Yes exactly.
      I tried to do what you suggesting, i even tried with dont merge option, than refresh the whole thing.
      But it still merging january contract to the december one by adjusting. Where it should be 4 pts above its just a continuation in the past of the merge impact made for 03-11.
      But the rest is ok prior to 12-10 all contracts are non merge adjusted.
      Strange is'nt it?

      Comment


        #4
        Hello,

        What time frame chart also what data feed provider?

        I look forward to assisting you further.

        Comment


          #5
          ES 03-11 (10min)
          days to load 40
          IB

          logically since the previous contract ended dec 14, and the change of contracts occur the thursday before, thats where there should be the break up.

          Comment


            #6
            Hello,

            Have issue duplicating on my side.

            What price are you showing on 12-15-2010 on the close of a Regular Trading Hours template? Or can you send a screenshot?

            To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.


            I look forward to assisting you further.

            Comment


              #7
              i dont know why you have choose this date but heres a 2 day chart of 14-15 december 2010.

              If you compare the two charts from around the 17 th it should show on my screen the day of december contract and from 19 december the march contract.
              Attached Files

              Comment


                #8
                Hello,

                Checking into this with development.

                Let me know if I can be of further assistance.

                Comment

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