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Date/Time: Thu, 25 Apr 2024 20:20:17 +0000

Post From: /VX F1 F2 contracts Front month and back month

[2019-09-11 21:57:23] Link To Thread - Link To Post [Go To First Post]
JDMontero - Posts: 34
Hi, Is there a way I can always keep track of the continuous Volatility futures contracts of the actual month and back month? (F1 F2) I know I can have the historical data of the front month by setting continuous roll over based on volume, but can I do the same for the next contract and keep a continuous rollover? I need to keep track of the difference between both and do backtested signals. Thanks.