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Does anyone know where I can get the exact switch
dates brokers were using back to 2001? This is for the purpose
of
accurate backtesting: quarter by quarter;
adding the switch date if one occurrred in mid signal as opposed to
using
a continuous rolled contract.
I apologize if this is a 'reask' but I had a
computer failure and lost some of my e-mail correspondence from the folks
who
had previously helped me out with this
issue.
Thank you for your time and attention.
Chas
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