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help required – price data deviation between SQX and Tradingview

1 Antworten

Mark

Abonnent, bbp_participant, Kunde, Gemeinschaft, sq-ultimate, 1 Antworten.

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vor 2 Monaten #285479

Hallo,

I wanted to cross check my backtest results visually in Tradingview. Thereby I discovered a significant deviation of @ES price data between SQX and TV. In this example 12.Dec 2022 the deviation is > 200 points. As I am new to SQX maybe it’s a beginner issue.

Vielen Dank für Ihre Hilfe

Mark

Anhänge:
Sie müssen sein eingeloggt um angehängte Dateien anzuzeigen.

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tomas262

Administrator, sq-ultimate, 2 Antworten.

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vor 2 Monaten #285543

We roll into a following contract month when open interest of the following contract month exceeds the previous (expiring) contract open interest for 2 consecutive days. Prices for the continuous contract are also back-adjusted so there is not a significant price gap occurring. That’s why you can sometimes see price offset in the continuous contract when compared to the original contract data (other data sources). When SQX recognizes continuous data to be obsolete due to back-adjusting based on new contract data, the already downloaded data is deleted and re-downloaded entirely.

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