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Date/Time: Wed, 18 Sep 2019 12:30:38 +0000



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

[2019-09-11 21:57:23]
JDMontero - Posts: 22
Hi,
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.

Thanks.
[2019-09-12 04:07:02]
Sierra Chart Engineering - Posts: 76349
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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Date Time Of Last Edit: 2019-09-12 04:07:52
[2019-09-12 14:29:25]
JDMontero - Posts: 22
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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