How relevant are volume levels of the previous contract?

June 15th, 2021, 08:30 AM

Hi,

are (monthly, weekly...) volume profile levels of the previous contract still relevant when trading the current contract?

I ask, since i can set the profiles in my software (ATAS) so, that profiles generally only develop with the current contract.

This is important for me, because if for example on the 15th last month the contract has been expired, than i would only access half of the volume profile of the last month for my levels.

What is your experience with that?

Thanks

June 15th, 2021, 09:05 AM

I use continous contracts with not backadjusted data for longer term levels

How relevant are volume levels of the previous contract?

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How relevant are volume levels of the previous contract?