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Re: Data rollover



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> It seems to me that if the names are acutally what they do that Back
> Adjusted would be preffered such that you are modifying History to
> match up with latest data. 
> 
> Please comment. The Intraday Tick Data I am downloading comes with a
> program which only allows these two techniques. 

I prefer back adjustment.  That way the new data that comes in 
matches the data in the adjusted contract.  If you're getting 
tick data that you actually load into TS, then you can have a 
seamless combination of historical back-adjusted ticks and 
realtime ticks coming in.

Be aware that it's possible for prices to go negative with back 
adjustment.  If your analysis techniques only look at relative 
price changes (which most do), this is generally not a problem.

Gary