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Tks Chris......chas
> Why not use tick volume as the gauge? I can't recall an instance in
> stock indices (esp. russell/midcap) where there was more vol on old
> contract.
>
> Chris
>
>
> --- In realtraders@xxxxxxxxxxxxxxx, "Charles Meyer" <chaze@xxxx>
> wrote:
>> Group-
>>
>> 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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