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Continuous futures contract tradestation: way and rules how they are calculated
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Continuous futures contract tradestation: way and rules how they are calculated

  #1 (permalink)
Elite Member
eindhoven, the Netherlands
Futures Experience: Intermediate
Platform: ninjatrader, multicharts,
Broker/Data: IB, python
Favorite Futures: dax, ES, CL, AEX
Posts: 26 since Dec 2012
Thanks: 44 given, 7 received

Continuous futures contract tradestation: way and rules how they are calculated

I had for some years a account for Tradestation and stored a lot of data from their continuous futures contracts. I closed the account and so I don’t have any access anymore to their (support)forum. I want to use the data for back testing purpose and want to compare them with the real future contract prices. Does anybody know the exact rules how Tradestation calculates their continuous futures (Dax, ES) contracts?

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