continuous futures #F

[sarus]

is back adjustment used for the #F continuous contracts?

[ACM]

Re: continuous futures #F

sarus
The #F continuous contracts are not back adjusted
Alex

Originally posted by sarus
is back adjustment used for the #F continuous contracts?

[sarus]

any reason why they are not back adjusted as not doing so is creating gaps

[ACM]

sarus
You can find an explanation on the #F contracts in this article in the eSignal KnowledgeBase.
If you want to create back adjusted continuous contracts you can do that using the Continuous Contract Settings tool. For information on this tool see the related link in the article above
FYI you can find both articles by searching the KB for the word "continuous contracts"
Alex

Originally posted by sarus
any reason why they are not back adjusted as not doing so is creating gaps