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Date/Time: Mon, 29 Apr 2024 11:01:58 +0000

Post From: Data from previous contract - continuous charts

[2018-03-31 15:30:57] Link To Thread - Link To Post [Go To First Post]
User459170 - Posts: 262
When I choose Continuous chart, volume based rollover, what am I seeing. For example, If I start downloading data for a new futures contract today, say YM and I choose Continuous chart, volume based rollover, so the symbol would be YMM8. So in my chart, when I look at January intraday chart, what am I seeing? Am I seeing data in January for YMM8 or data for the previous contract (YMH8) which expired in March. Thanks for your help. Date Time Of Last Edit: 2018-03-31 15:31:57