I have a question.
what is the algorithm / rule(s) used to chart a continuos data in NT8?
I mean, I am comparing NT8 and NT7 (0318 expiry and ##-##).
NT8's continuos data is identical to NT7 for both expiry 03-18.
If compared to the continuos ##-## in NT7 I do have an evident shift (due to roll?)
If the NT8 data is back adjusted and so I am expecting this to be identical to NT7 ##-##, while it is not.
Am I missing something?
Which king of algo is used to plot NT8's continuos chart? (like charting 6E for 300 days back)
Any suggestion is appreciated
Thanks
Marcello
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