Support Board
Date/Time: Mon, 10 Mar 2025 23:14:38 +0000
Post From: /VX F1 F2 contracts Front month and back month
| [2019-09-12 14:29:25] |
| JDMontero - Posts: 34 |
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I mean the futures of the volatility index of the SP500. I need to track contango and backwardation using the difference between front month and back month of the volatility futures, and I need to make backtesting with that too, so I need to continuously have the front and back month historical data. Is that possible?
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