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PostPosted: Thu Aug 29, 2013 11:37 am 
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Joined: Thu Aug 29, 2013 10:38 am
Posts: 1
Does anyone know how to create a continuous contract from a set of individual contracts (from IQFeed for eg:) in QuantBase?


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PostPosted: Fri Dec 20, 2013 1:06 pm 
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Joined: Tue Oct 15, 2013 5:24 pm
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IQfeed has a continuous symbols you can use and avoid the use of periodical symbols. For example XG# is the continuous symbol of DAX. you only have to change the Maturity date when the asset has expired.


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