Back Adjusted Futures Data that goes Negative
2 replies
Richard Brennan
1 year ago #286986
Hi Guys
I am using Norgate continuous contracts and have data that goes negative with the approach applied to create cobntinuous contracts. SQX seems to have a conniption working with this data. Is there a workaround for this that has already been discussed? Cheers Rich
Rich B

tomas262
1 year ago #287019
We need to discuss this with our dev team. I will keep you updated about this.
Would you mind send us a data sample to [email protected]?
Richard Brennan
1 year ago #287032
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