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Hello Jimmy,
i can't help you with your direct request but here's free advice:
check www.medianline.com for Bob Fulks excellent article on cont
contract methods.
Buy the data you want from Tick Data and also subscribe to their
monthly update. their data is clean and their contract generator
software is easy to use, fast and gives several splicing options . If
your time is worth money, don't fiddle w rolling your own--so to
speak.
Friday, September 28, 2001, 1:50:14 PM, you wrote:
J> I don't trade futures but need continuous contract information for the emini
J> NASDAQ. I have data from the June, September and current contract but would
J> like older data and any suggestions in how to make a continuous contract to
J> test a system. I use TS2k. I have questions like at what date do you
J> splice two contracts? Do you drop the last week of trading and add the new
J> contract on? Do you export the data and import it back. Do you do this to
J> the current contract or a different name and symbol?
J> Thanks for any help or a place to look this up.
J> Jimmy
--
Best regards,
Jim mailto:jejohn@xxxxxxxxxxxxxxxx
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