Support Board
Date/Time: Sun, 09 Nov 2025 01:18:23 +0000
Post From: this is a little complex but need your help
| [2025-10-29 13:44:25] |
| User849502 - Posts: 400 |
|
Hi John, Maybe you can help me sort something. I am trying to contact the B3 exchange and DNT for help but I thought I'd run this buy you. It has to do with the WIN index contract on the B3. A huge contract trading millions a day. The thing is in all the 20 contracts I have worked on this one has a weird issue. Namely it doesn't allow for a continuous contract back adjusted...Yes, they have something called WIN# which is the perpetual continuous, and then you get the month contacts like WINz25. BUT you cannot take the WINz25 and select 'continuous...back adjusted'. Or you can but it just gives you the history of the specific Dec contract-which means if you go back 3 mos the volume is shit. It's not rolling. The issue is when it rolls(always on an exact date) the price on the continuous makes a giant gap to whatever the next month is. So as you will see in the screen shot of WIN# on the day it rolls, boom a gap. So it simply takes the October and then adds on Dec which is the next month. There isn't another contract I have found that does this. Every single contract, even ones like CL which you don't really want continuous as each month is its own beast, you can make the front month continuous. But not WIN. Any ideas how I can create a chart which shows all the historic back volume and rolls??? Help me John! thanks mate, Karen |
win#.png