Hey Guys,
Im on IB and they dont have a continuous contract as far as i can tell for the ES.... But, im with Investor/RT and DTN so i can carry the historic data... Just curious, how many of you guys trade of a continuous contract?
Do you simply plug in the ES and grab all the historic 2 years of data for the ES contract (ESM8, U8, etc..) ? Or do you keep on looking only at the quarterly contract (ie. ESU8)? I cant really see much of difference... Am i missing some important data here?
Thanks,
Karim0028