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Front month futures contract for # F

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  • Front month futures contract for # F

    How do you find out what the current front month contract is when using # F symbols?

  • #2
    Hi,

    Some are explained here:

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

    Otherwise, I will enter the direct contract months along with the #F symbol and then compare the daily data in a tabular format. You'll quickly spot where the #F data moves from one symbol to another.

    Thanks.

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