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David:
I have EOD data on EuroDollar back to 1st day of trade. I keep
the data point adjusted, roll on 1st open interest trigger,
alignment adjusted Close to Close. I may also have it RAD,
(ratio adjusted), not point based or spliced front month (no
adjustment, gaps preserved). Let me know what you need.
Leslie
p.s. the spliced contract should NOT BE TRADED OR TESTED. It
would grossly overstate your long gains and understate your short
net. However, it is suitable for determining what the actual
front month contract prices were one some specific date say 10
years ago.
David Colin wrote:
>
> Does anyone have continuous BA daily Eurodollar data going back a couple of
> decades or so? I have data to trade.
>
> TIA,
>
> David
>
> ---
--
Regards,
Leslie Walko
610-688-2442
--
"Life is a tragedy for those who feel, a comedy for those who
think"
Horace Walpole, 4th earl of Orford, in a letter dated about 1770
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