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Date/Time: Sun, 19 May 2024 06:24:42 +0000

Post From: Continuous futures data for 2nd or 3rd active contract

[2017-08-06 13:51:10] Link To Thread - Link To Post [Go To First Post]
Bill1 - Posts: 5
Hi team, Is there any way to get continuous futures data for the 2nd or 3rd active contract? Currently there is only continuous futures data for the most active contract. But it will be great if we can have continuous futures data for the further-out contracts, especially helpful for calendar spread strategy backtesting. Thanks! Date Time Of Last Edit: 2017-08-06 14:04:55