Support Board
Date/Time: Sun, 02 Feb 2025 12:48:21 +0000
[User Discussion] - /VX F1 F2 contracts Front month and back month
View Count: 892
| [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. |
| [2019-09-12 04:07:02] |
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We are not understanding this. We also do not know what symbol you are referring to. /VX is not recognizable to us. And we don't know what F1 and F2 are.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-09-12 04:07:52
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| [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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