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Re: FutureSource Continuous intraday contract



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HI

A while back I was trying to find a program that seamlessly constructed
a continuous contract from FS variable data.  FS have a program (which I
haven't used) that does it for daily data - Perpetual Roll Adjuster, but
said they might consider coding one for variable data if there was
demand.  Give Scott Bayliss an email he is due back on August 19.
  sbayliss@xxxxxxxxxxxxxxxxxxx 

I personally prefer back-adjusted cont conts, so maybe that would be
easier for them to code that than a Perpetual.

Later

Peter