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Direct MessagesDate/Time: Thu, 19 Sep 2024 21:51:24 +0000
Post From: ZB,ZF,ZN Futures roll from Mar14 (H4) to Jun14 (M4) contract front month
| [2014-02-26 19:26:08] |
| NRGTrader - Posts: 351 |
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Yes, I am using back-adjusted continuous futures contracts. The rollovers on ZF,ZN occurred today thought not for ZB. The specs for rollover on all three symbols are the same. Furthermore, despite the ZF,ZN switching to the M4 contract from H4 the appropriate adjustments were not computed for the prior months - still showing H4 adjusted prices.
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