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For NG #F, Is it possible to specify the last trading day as the rollover day? I tried to use the rollover day configuration template, but it only supports nth (business) day of the week or month as the rollover day. Also is it possible to force esignal not to any backadjustment while constructing continuous contracts? Simply join the price sequence of the futures of spot mont together without any back-adjustment to remove the gaps, is it possible?
- Clearpicks
- Clearpicks