My aplogies for not updating the thread sooner.
The process that calculates all of the back adjustment amounts normally runs on the weekends (this is why I mentioned it should have been fixed on monday). However on monday, when checking it, I noticed there were still some errors in the data. I have been working with our market data group to get the data corrected but it is a fairly time consuming process. So far, the back-adjusted electronic corn contract should be good back through 2000. We are currently working on correcting 1996-1999 and I'll let you know when that process is complete (hopefully this will be later today or tomorrow at the latest).
In response to your specific concerns in the previous post:
Quote: - Sometimes dates are missing
This is actually what has been causing problems with the back-adjusted continuous contract. Most of these through 1-1-2000 should be fixed now, please let me know if you find extras.
Quote: - Sometimes quotes on a date are constructed (other providers have no quotes, iqfeed has same quote as previous day)
This could also be releated to the above issue but if you are still seeing these it is also possible that it is by design. IQFeed will show a daily datapoint anytime something trades or settles. If the exchange sent us trades or settlements on the "extra" days then we will likely have a datapoint there. If that doesn't seem to be the case, please let us know some examples and we will look into it.
Quote: - There are days with 0-values as quotes
These should have all been fixed as of my post on Mar 1, 2012 10:25 AM. Let me know if you still see issues.
Quote: - 15th to 31th Dec 2003 no data
This should also be corrected at this time.
Quote: - 1st Dec to 12th Dec 2003: Large differences to other sources (between 4.3% and 7.5%)
Can you provide me an example of the differences?
Hope this helps explain things. As I mentioned before, I'll post again as soon as we are finished with the correcting of the back-adjustment back through 1996.