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Re: Why Continous contract software



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At 11:59 AM -0700 4/12/02, carrslem wrote:

>For what purpose is "continuous contract" data used?  And what form is used
>(ASCII for example)?

I wrote a paper on this a while back. It is available at several web sites including:

<http://www.traders2traders.com/papers/backadjusting_futures_contracts.htm>

<http://www.medianline.com/bob_fulks.html>

Bob Fulks