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Hi
I'm a stock trader, and recently started receiving the futures contracts
tick data real-time from CME. I'd like to referecence this data in Data
Series 2, for some of the stocks I trade (5 minute bars). However,
since the contract "symbol" changes/expires several time per year
(currently SP9Z)--I am wondering if there is a way I can combine them,
so they are a continuous stream, for historical back-testing purposes?
Thanks!
Ian MacAuslan
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