[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: C.I.S. Tick Futures Data?



PureBytes Links

Trading Reference Links

> Jim - I understand the continuous contract generator has been updated and
> now has 3 different options for stitching together futures contracts.

What are the options? I got the impression from their web page that they
just stiched together the contracts with no adjustment. They showed some
EL code for stopping trading at rollover and not starting again until
maxbarsback. Will it add (or subtract) the spread at rollover?

-- 
  Dennis