Back-adjusted Continuous Contracts

[BKuerbs]

Since several weeks I have trouble with back-adjusted Continuous Contracts.

The close of the last week/day will always be shown as 0, which is wrong of course.

This applies to the Bund Future (GB 1!-DT) as well as the ES.

When using a non back-adjusted continuous contract the feature works.

I'm using eSignal 10.0.0, Build 858, but I suspect this bug was already present in eSignal 8.

Many Thanks

Bernd Kuerbs

[BKuerbs]

??

Nobody else using back-adjusted continuous contracts?

[ACM]

Bernd
I use them on some contracts however I have not experienced the issue you are seeing neither when using 10.0 build 859 nor with 8.0 build 782 (see enclosed screenshots captured with both programs). The issue I am seeing is that the date of the current week is incorrect in 8.0 eg 10/20 instead of 10/19 as in 10.0
What are your rollover settings for the Bund? If you can post the details or an image someone can try to replicate your setup
Alex

[BKuerbs]

Hi Alexis,

I just looked at the chart again and guess what? It plotted correctly.

Usually I look at these charts during the weekend and this seems to be the difference: I made the screenshot in my first post on a Saturday.

I have attached my rules for the rollover but I think they don't matter. I got the same (wrong) result for the ES using the standard rollover.

regards

Bernd Kuerbs

[ACM]

Bernd
I just set it up using your rollover settings and it appears to be working fine also at my end. FWIW the settings I was using were only slightly different in the sense that I was not applying a 1 business day positive offset.
In reading your first post I notice that you are using build 858. You may want to install the latest version which is build 859 that was posted on October 3rd.
Anyhow I will keep running the continuous Bund using these settings and see if I can replicate the issue you experienced
Alex

[BKuerbs]

I have looked at the chart now on several times of the day.

On Sundays the chart shows "0" as closing price.

On workdays before 8:00 CET it shows "0" as close price. After 8:00, the opening time for the Bund future, the correct close is displayed.

I have tried different time templates, one 24hr template and one intraday set to 8:00 till 22:00 CET. The time template seems not to make a difference.

I shutdown my PC every evening and restart in the morning.

Regards

Bernd Kuerbs

[ACM]

Bernd
I have been running some tests over the past week and while I have been not been able to consistently replicate the problem you are experiencing I have seen some instances where the current bar displays a Close of 0. At my end this seems to happen while the chart is receiving the data on an initial load. In some instances it remained at 0 even after the chart had completely loaded but then restored the correct Close a few seconds later.
I have passed this and your information on to eSignal's developers. Note that there should be a maintenance release due some time in the near future so you may want to check if the problem still exists when that is released.
Alex

[BKuerbs]

Hi Alexis,

thanks for your tests. I had not noticed your reply until today.

Will check for the maintenance release.

Regards

Bernd Kuerbs

[ACM]

Bernd
You are most welcome
Alex