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Date/Time: Mon, 12 May 2025 00:21:56 +0000



Post From: Market Replay on Expired Futures Contract

[2016-05-24 20:53:06]
User497973 - Posts: 15
Hello,

I'm trying to replay a few day on CL futures contract from last year (the relevant futures contract is CLK5). Is there a way to do this?

I know I need to have continous contract data enabled (I set it to Continuous Futures Contract - Volume Based Rollover).

Is it just a matter of loading 300+ days and then going back to that day to replay it? Or do I need to load the exact futures contract which would've been current on that day (i.e. in this case, CLK5)?

Thank You,

DS