Bespoke Continuation Contracts

[TWI]

Does anybody know of a data provider that will;
Enable me to import data into TS2000i
Create my own continuation contracts from EU futures data based on my own roll-over rules?

Currently pulling in esignal data but I cannot get continuous data at all from them for EU futures.

 

[RichardDale]

Data Tools allows you to define your own roll dates either via an annual template (eg. roll Feb contract into Apr on January 5, roll April contract into June on March 5 etc.) or via a precise setting of individual roll dates.

This article on continuous contracts shows this in practice in Part 3.

There's a free trial available that contains full historical data for several contracts so you can test whether it suits your needs.

Cheers,
RIchard.

 

[JonnyT]

MyTrack allow you to specify expiration dates with their Dial Data Service.

A couple of digits define hown many days from expiry you want to roll over.

JonnyT