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Old 03-26-2008, 09:06 AM
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Re: Continuous futures chart question

Rolling futures contracts is a real PIA. Some data providers (Esignal) spring to mind offer a continuous contract however I believe these are not back adjusted so you will get a jump when the traded volume on one month surpasses the previous one.

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interesting. For long term charts I tend to use the underlying index. This makes things easier but the levels are off however you can still see that price is approaching a long term level. I wish charting software provided a sort of one click option to rollover and back adjust a contract.

Cheers.

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