Something very strange has happened to to some of my charts, and I cant put my finger on the root cause. I can see the isuse most clearly in 6J, 6M, 6E, 6B, ZT, ZF, but its possible other symbols are affected too, but now i see it only affecting US Bond Futures and FX futures > my weekly/daily charts dont look anything like they did a few days ago, some just look wrong.
*** 6J: Hopefully you'll noticed straight away that the weekly chart looks wrong and so does the daily chart, with all the gaps (even though this is set to merge backadjusted).
The scale also goes into negative numbers. See attached "6J"
*** 6M: Seeing the same issue in 6M, but looks like the most recent part of the weekly chart is fine, anything further back (to the left of the yellow line) is busted. Once again, scale goes into negative numbers. See attached "6M"
*** 6E, 6B,Weekly chart - These seem fine at first glance, but I am sure there is something is wrong here too... the weeky chart 'look very different' to the way they looked a few days ago. Keen to see whether you chart looks different. See attached "6B and 6E".
*** ZT: Looks completely wong too. Weekly is off, gaps all over daily chart.
See attached ZT.
*** ZF: Looks completely wong too. Weekly is off, gaps all over daily chart, also see gaps in the scale here.See attached "ZF". What ever is affecting ZF is also affecting ZN... although its less obvious in ZN, but something has changed.
Nothing has changed on my end (I havent upgraded or touched the database), apart from a weekend restart and rolled over futures contracts as and when required. I suspect the issue is due to a backend change on your side.. something like tick size/scales/merge policy setting.
I use Continuum as my datafeed, and Options > Market Data > Global Merge Policy > is set to Merge back adjusted.
Please advise
Thanks
AK
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