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Back Adjusted Futures Data that goes Negative

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Richard Brennan

Customer, bbp_participant, community, sq-ultimate, 27 replies.

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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

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tomas262

Administrator, sq-ultimate, 2 replies.

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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]?

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Richard Brennan

Customer, bbp_participant, community, sq-ultimate, 27 replies.

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1 year ago #287032

Many thanks tomas262. I will send through a data sample to the support team 🙂

Rich B

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