@ES Continuous Contract in TradeStation

Discussion in 'Trading Software' started by EMini-Player, Jun 15, 2009.

  1. I'm using the continuous contract for my Daily chart in TradeStation (symbol: @ES), and was under the impression that the historical prices on the chart reflected the front-month contract during that time period.

    For example, the Low of Day on 06/01/09 for ESM09 was 916.50, but when I load up @ES, TradeStation reports 912.50 as the Low of Day. Weird part is, when I load up ESU09, the Low of Day for 06/01/09 comes out to 912.25, so where is TradeStation getting this 912.50 figure on the continuous contract?

    Any ideas? :confused:
  2. gttrader