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Date/Time: Sat, 22 Feb 2020 07:48:34 +0000

[User Discussion] - /VX F1 F2 contracts Front month and back month

[2019-09-11 21:57:23]
JDMontero - Posts: 27 | Ending Date: 2020-03-16
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.

[2019-09-12 04:07:02]
Sierra Chart Engineering - Posts: 81355 | Ending Date: 2020-06-09
We are not understanding this. We also do not know what symbol you are referring to. /VX is not recognizable to us. And we don't know what F1 and F2 are.
Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-09-12 04:07:52
[2019-09-12 14:29:25]
JDMontero - Posts: 27 | Ending Date: 2020-03-16
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?

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