how does one go about creating a continuous chart where eSignal does not offer continuous data?
for example - GB M6-DT - bund data for June, rolled forward onto GB u6-DT August contract. Is there a way to splice the two contracts together?
Obviously on the rollover the U6 data has no real data history for now and in the initial rollover period it makes data analysis difficult
continuous contracts for rollover data
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Arbitrageur
- Posts: 43
- Joined: May 12 2006
- Has thanked: 1 time
oops - sorry, I'd been searching the forums under "continuous" instead of rollover
