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ProperProcedure forCL #-## rollover


#1

Is there a procedure to correctly procedure for rollover of a continuous contract specificically cl#-##. It seems that I am not getting the right data. What are the correct dates to use?


#2

What platform are you using? I think this guy had the same issue, Crude Oil Futuresthread


#3

Hello Jngrim53 and welcome to the forum!

To get a better picture of your issue, could you please let us know what you mean by not getting the right data? For example, are you seeing a discrepancy between prices in the continuous contract versus the current or past front months, or are price bars forming differently?

Could you please also let us know what platform you are using?

In some platforms, the ##-## or continuous contract data is merged together by the data provider, and not your platform, so there is no need to rollover or make any adjustments. However, there are several different ways merging can be done, so you may see some data differently than just looking at the regular contract months versus the continuous contract.

I look forward to your reply and assisting you further.

Happy trading!