expired ES contracts

morpheous

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Join Date: Jun 2003

Posts: 58
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#1

expired ES contracts

08-21-2003, 09:15 AM

is it possible to backtest on expired ES contracts, I'm looking to backtest 30 days worth of data on a 15min chart?
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ACM

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Join Date: Oct 2002

Posts: 19393
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#2

08-21-2003, 09:30 AM

morpheus
If the data for that expired contract is within the current 60 day limit yes it is possible.
The symbol will be different though ie
[symbol][space][monthcode][4digityear]
for example June 2003 ES would be
ES U2003
Alex
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