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Which underlying contact on continuous futures?

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  • Which underlying contact on continuous futures?

    When you load a continuous futures chart with the #F symbol, is there any way of identifying the monthly expiry of the data you are looking at? For example, if I load CL #F today, what is the expiry of today's data?

    Does the contract roll over when the volume of the new contact exceeds that of the old contract and how do identify the rollover day without having to manually compare the #F chart with the current and future expiry charts?

    thanks,

    Runningbear

  • #2
    http://kb.esignal.com/article.aspx?article=1412&p=1

    That article does a pretty good job of telling when the #F contract is going to rollover. Hope that helps.
    Thank you,
    Eric O.
    eSignal Support

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