Support Board
Date/Time: Tue, 26 Nov 2024 04:50:24 +0000
Post From: GFDL Nifty continuous contract back adjusting
[2014-03-18 13:25:44] |
turnbull - Posts: 34 |
Hello, I am a bit confused here ! The most recent contract (front month) that is Nifty-NS-FUT-201403, is already a continuous contract going back till 2004. The only problem is that it is not adjusted. Is there any way SC is able to back adjust this data. OR Does it require to download every expired contracts individually from GDFL and then adjust it. Is there any other way out. Rgds |