Hello, i have some issue about different prices with different contract month, If i have contract month Cl 11-14 and i change it to Cl 12-14, i have shift prices. Its the same with all instruments. How can i fix it ? I use data from kinetick. Thank you
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Hello fLife,
Can you please go to Control Center-->Tools-->Options-->Data-tab and set 'Merge policy' to MergeNonBackAdjusted and click OK.
Create a new chart and check if the issue remains.
By default, it is set to MergeBackAdjusted. This means historical data from previous expiry months are merged in charts using an offset value. This offset value is the difference between the expiry months during rollover. All historical data from the previous expiry month is adjusted by this offset value. This way you do not see gaps during rollover.
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