Strange price on daily custom future  [SOLVED]

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Fabrice
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Strange price on daily custom future

Postby Fabrice » 14 Nov 2012

Prices around may 2011 are lower than expected on the custom future FCE (future CAC40 @ IB).
Pict1 - custom future : high of 05/02/2011 = 3915.0
Pict2 - symbol FCEK1 : high of 05/02/2011 = 4094.5

To reproduce
- add the 2 last FCE contracts : FCEX2 & FCEV2 (pict3)
- add CAC40 instrument to Symbol Dictionary (pict5)
- build CAC40 custom future (Pict4)
- open 1 daily chart for a single contract and 1 daily chart for the custom future
At the beginning the charts are similar. Then add 1 previous contract at a time to QM. Watch the charts. At a moment, the daily chart of the custom future will display bad price around may 2011. It The wrong prices do not belong to any individual contract.

PS: volumes are ok. Only price is "shifted".
Attachments
Pict5.png
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Pict4.png
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Pict3.png
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Pict2.png
(66.31 KiB) Downloaded 366 times
Pict1.png
(43.2 KiB) Downloaded 366 times

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Henry MultiСharts
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Re: Strange price on daily custom future  [SOLVED]

Postby Henry MultiСharts » 14 Nov 2012

Hello Fabrice,

In Custom Futures settings please change the back adjustment mode to "No adjustment" and plot a new Custom Futures chart.

If the chart is still incorrect please right click on custom futures instrument in the QuoteManager-> Export instruments (both check marks should be unchecked)-> export daily data only. If the file is >10mb please upload it to any file sharing hosting or cloud service and send me the download link alongside with the workspace you are using to support@multicharts.com

You can also come to our live chat Monday-Friday 6:30 am - 4 pm EST to demonstrate this behavior remotely and we will collect all required for analysis information.

Fabrice
Posts: 182
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Re: Strange price on daily custom future

Postby Fabrice » 14 Nov 2012

Changing "Back adjustment mode" to "No adjustment" worked. Thank you.
Regards.

PS: the wikipedia gives few words about setting "Back adjustment mode". I suggest to add real examples for each option, for better understanding.


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