Support Board
Date/Time: Thu, 26 Jun 2025 22:49:22 +0000
Post From: Continuous Futures Contract - Rollover Each Year. Same Month
| [2021-11-08 16:54:51] |
| John - SC Support - Posts: 40626 |
|
First of all, we took another look at your first post and we did not notice what you had stated regarding the contracts. With the Continuous Futures Contract you do not get just the one contract for the previous years. You get the previous contracts strung together over the course of the years. Therefore, if the contracts were monthly you would have the following: Jul21 - Aug21 - Sep21 - Oct21 - Nov 21 So, this is just a "simple" continuous contract if you want to call it that. We do have back-adjusting as well if you do not want to see a gap where the contracts switch over. As i understand, this method only has one contract per year, depending on the current active month. Thats different from having every most active contraced in timely order...Why...what the specific goal?
No, sorry we did not see this originally. See our note above. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |