Does market replay work with mergebackadjusted data?
If so I must be doing something wrong. From what I understood the code to run the data was instrument such as CL ##-## Is that correct? Instrument space pound pound dash pound pound?
Also what would be considered a good amount of over lapping data for merging? Is a week or 2 fine or should there be a whole month or more for merge adjusted data?
Regards
Brian
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