YM daily chart discrepances?. Please, help

[jlferca 10]

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.

[TinGull 10]

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.

[jlferca 10]

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.

Kind regards

[TinGull 10]

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.

[jlferca 10]

Thank you very much for the information. You have been very helpful.

Best regards.

[brownsfan019 17]

Here's an explanation I found through a Google search: http://www.premiumdata.net/support/futurescontinuous2.php

[jlferca 10]

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