Back adjusted data on Metastock-Datalink

Data Sources
1

Hi all,

Excuse me if this question has been already asked but I want to subscribe to the Metastock-Datalink worldwide futures package EOD. Nonetheless, I am hesitant as I am not sure that they provide back-adjusted data for futures markets. Whilst the competition (CSI and Norgate) is clear about this topic and gives all the details we need on their websites, Datalink doesn’t mention it for some reasons.

I asked the Datalink hotline to know if they provide back-adjusted data and their methodology to calculate it. Is it "fixed", arbitrary or are there any flexibilities to change the rolling dates (e.g. depending on volumes, Open Interest, specific dates etc…?). Unfortunately, they didn’t understand my question and replied that the client can have continuous contract prices by using the c1 function (i.e rolling contracts without any adjustments).

Does anyone know if they provide this function? Thanks by advance.

2

@Rod1,

Several years back when I was using CSI data, you could choose your method of building a back continuous future contract in their software to create the CSV files. When you did, it would create them all the same way. There were several methods of creating - straight back adjusted, ratio adjusted, stitched, and I think one or two more that I don't remember.

You may need to see if you can call the support line to see what different methods they have.

Hope this helps.

3

Thank you. It is what I did. I just called them and they told me that Datalink futures data are not back-adjusted. There are no options to do that. I will have to find another data provider then...

4

Not sure that Datalink and the old CSI Unfair Advantage Data are the same. I was on the UA data.