I use back adjusted contracts generate by CSI Unfair Advantage. Daily OHLC.
As well as the "normal" columns as listed in RE Common Namespace BarElement Enumeration, I need to use a contract delivery number
(EG 198712 meaning the December 1987 contract, an integer) and the unadjusted
close for the particular day .
I assume I am right that this will not be possible without making additions to "Bar Data Properties " at your end? If so, could this be done at some stage please?
I use "delivery number" to generate sophisticated daily output concerning contract rolls, and I use Unadjusted Close to make momentum calculations. You can not use ratio calculations on back adjusted prices, hence the necessity for a separate column for "unadjusted close" which is the original close as per the close on the relevant day without any back adjusted for roll gaps.
I have opened a discussion thread on my own forum specifically relating to using Right Edge with CSI Data. See link.
Wednesday October 09 2013 by