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Old 11-02-2007, 06:57 AM   #1

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YM daily chart discrepances?. Please, help

I believe that in my daily YM continuous contract chart (IQFeed + Sierracharts) there is a gap of 100 points approx. to the downside from 9/12 (September contract rollover day) back guards (note the 7/17 high and 8/16 low). I have attached the image so you can see by yourself what I am trying to explain. I have talked to IQFeed support and they say that their data are correct. Anyway, I would appreciate if you could post the same tradestation chart (or other datafeed) to check if mine is correct.
Thank you very much in advance.
Best regards.
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YM daily chart discrepances?. Please, help-iqfeed-sierra.jpg  
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Old 11-02-2007, 09:49 AM   #2

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Re: YM daily chart discrepances?. Please, help

IQ doesn't "blend" the data like tradestation does for contract rollovers on continuous symbols. I used to grapple with the same issues when I was using dtn.
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Old 11-02-2007, 03:59 PM   #3

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Re: YM daily chart discrepances?. Please, help

Hello TinGull. Do you mean that they apply an adjustment to the september contract data in order to avoid the gap I mentioned?. If so, do you know what do they do?.

Thank you very much in advance.
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Old 11-02-2007, 04:06 PM   #4

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Re: YM daily chart discrepances?. Please, help

They do apply some sort of adjustment (they being tradestation) to the end of the June/beginning of Sept contracts in order to mesh the 2 together. As for how they do it....I've got no idea. DTN couldn't figure it out either.
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Old 11-02-2007, 05:30 PM   #5

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Thank you very much for the information. You have been very helpful.
Best regards.
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Old 11-02-2007, 07:01 PM   #6

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Re: YM daily chart discrepances?. Please, help

Here's an explanation I found through a Google search: http://www.premiumdata.net/support/f...ontinuous2.php
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Old 11-03-2007, 11:17 AM   #7

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Re: YM daily chart discrepances?. Please, help

Very informative. Just what I needed to know. Thank you very much.
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