Support Board
Date/Time: Mon, 25 Nov 2024 22:36:23 +0000
Post From: Continuous Futures Volume Based Rollover Back Adjusted
| [2014-03-13 18:02:04] |
| nth - Posts: 46 |
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ReDownloading gave me data that wasn't even close to YMM14 which is currently trading around 16100 but displayed 14400? I deleted that chart and am back to YMH14 file now running. I tried describing what I want and the instructions I followed. IOW, I can not tell if the instructions I was following will even accomplish what I want. Obviously I did not get what I expected. Maybe if u can point me to the simplest method to having continuous futures charts, as the procedures I have been attempting for years have been so difficult? This is what I desire: Rollover from contract to contract, in this case from YMH14 to YMM14. I wish to have at least 100 trading days of "back adjusted" intraday history. IOW, I routinely need the current and prior contract months. Sorry I am so confused by this rollover procedure. It there a way to avoid the rollover entirely? A way to have current data with appropriate price adjustment automatically? Thx again for your patience. nth |