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Thanks, but I read all that.
It also states
"If you have joined together different futures contract delivery months and want the prices at the time of rollover to match, then the usual method is to adjust the prior data, that exists before the rollover, by the difference between the prices. To determine the amount to adjust by, look at the settlement prices on the rollover day for both the new and the old contracts. Calculate the difference between these and round it off to the nearest tick. This is the amount you should Add to the old contract data in the file."
Unfortunately, this is where the problem comes in. I'm observing a 25 point offset in the NQH8 and the NQM8. So the amount that should be added is 25. But in the NQM8 the offset is in January 25, but in March 50. I've never experienced this before, could something be wrong with my feed?
If I look on the ES chart, is perfectly normal. There's about a 6 point offset, but it's the same on all days of the last couple of months. However on my NQ chart is doesn't add up properly. I've contacted my broker and they are unaware of any issues.