Support Board
Date/Time: Mon, 10 Mar 2025 23:10:36 +0000
Post From: /VX F1 F2 contracts Front month and back month
| [2019-09-11 21:57:23] |
| JDMontero - Posts: 34 |
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Hi, Is there a way I can always keep track of the continuous Volatility futures contracts of the actual month and back month? (F1 F2) I know I can have the historical data of the front month by setting continuous roll over based on volume, but can I do the same for the next contract and keep a continuous rollover? I need to keep track of the difference between both and do backtested signals. Thanks. |