it looks like the eod data is adjusted but he intraday historical data is not adjusted. I want to do it manually. is there a script or logic that i can use to adjust it.
the other idea i had was to get the open price from both data sources and then use it as a ratio to adjust the intraday data.
what do you folks think?

Good morning,

We do not have any scripts for this kind of thing. But as to the logic for daily, we use the last price of the two relevant contracts and adjust all historical data by the difference to move old data, up or down, to match.

Tim
Edited by DTN_Tim Walter on Jul 26, 2018 at 07:43 AM

can you give me a example so i understand the daily logic

Example Before Data

@CU18 @CZ18
12th : $4.00 $13.00
13th : $4.50 $13.50
14th : $5.00 $14.00
15th : $2.50 $15.00
16th : ------ $15.50

Sure, given the prices above for two corn contracts, and leading up to a roll date on the 15th of Sept.

Up to the 15th @CU18 prices are used, but when the continuous contract rolls to the next month in line, @CZ18, we take the difference between the two closes, (15 - 2.5 = 12.5) and add it to all previous dates.

After calculation:
@CU18 @CZ18
12th : $16.50 $13.00
13th : $17.00 $13.50
14th : $17.50 $14.00
15th : $15.00 $15.00
16th : ------ $15.50

This results in a chart that goes
@C#C
12th : $16.50
13th : $17.00
14th : $17.50
15th : $15.00
16th : $15.50

As opposed to:
@C#C
12th : $4.00
13th : $4.50
14th : $5.00
15th : $2.50
16th : $15.50

Let us know if you need any other clarification.

Tim