soulfire Posted June 12, 2023 Report Share Posted June 12, 2023 TD Ameritrade has a data problem again. ES/MES futures contracts rolled over last week and normally they adjust the prior data to form a continuous chart with the new contract. They didn't do that for this round and the new data is discontinuous from past contracts data. I'm hoping this is an unintentional error on their part that they will be willing to correct if notified. Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 12, 2023 Report Share Posted June 12, 2023 I dont think they ever adjusted the data. I figured out how to do it manually using the split feature Quote Link to comment Share on other sites More sharing options...
soulfire Posted June 14, 2023 Author Report Share Posted June 14, 2023 Typically, continuous charts are adjusted to have no rollover breaks - that's what makes them continuous. I've never had an issue until recently when TDA didn't adjust a couple of times- 1st time I noticed was the Dec 22/Mar 23 rollover. The Mar 23/June 23 rollover was adjusted fine, but the problem cam back with the June 23/Sept 23 rollover. Good idea on using split adjust to make the correction manually. That fixed the issue. Quote Link to comment Share on other sites More sharing options...
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