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  • Futures expiration

    Hi,

    I'm currently using CL #F (Light Crude Oil futures) continuous contract for my formula.

    In real trading, I have to specify the expiration month and year. Can someone tell me specifically how CL #F (or other commodity futures for that matter) get its prices, and consequently displays in the chart, during the transition from one contract period to another? Thank you.

    William

  • #2
    William
    If you are asking how eSignal implements the rollovers then see this article in the eSignal KnowledgeBase
    Alex

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