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Continuous File Generation
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Author:  whizzdom [ Thu Aug 29, 2013 11:37 am ]
Post subject:  Continuous File Generation

Does anyone know how to create a continuous contract from a set of individual contracts (from IQFeed for eg:) in QuantBase?

Author:  douv [ Fri Dec 20, 2013 1:06 pm ]
Post subject:  Re: Continuous File Generation

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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