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There's been some dicussion here recently about futures contract
rollovers, liquidity, etc. The link below shows the default rollover
dates Pinnacle Data's software uses in the construction of continuous
contracts.
http://www.pinnacledata.com/clc.html
I've found these dates to be pretty accurate in terms of when to roll
over to the next most active contract month (as reflected by volume
and open interest). I've found Pinnacle Data's data service to be
pretty good, too.
Brad Dingee
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