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Continous futures not adjusted for splits and rights issues
edited October 2020
The continuous futures data is not adjusted for splits, bonuses, and rights issues. Can someone please look into it?
We don't adjust corporate action for Futures contract including continuous data.
Why not? It is highly discontinuous with huge bumps, for that reason, it is very difficult to backtest any strategy in the futures, also spot-future comparison, in that case, is just erroneous. Also, NSE adjusts for corporate actions in derivatives:
Since your developers already have done so for spot, it should be very easy to do the same in futures, can you please convey this to the dev team?