Support Board
Date/Time: Thu, 06 Nov 2025 08:28:40 +0000
Post From: /VX F1 F2 contracts Front month and back month
| [2019-09-12 14:29:25] |
| JDMontero - Posts: 34 |
|
I mean the futures of the volatility index of the SP500. I need to track contango and backwardation using the difference between front month and back month of the volatility futures, and I need to make backtesting with that too, so I need to continuously have the front and back month historical data. Is that possible?
|