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


Created June 16th 2017 by hobbys11
Updated June 16th 2017 by hobbys11
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Continuous futures contract tradestation: way and rules how they are calculated

  #1 (permalink)
eindhoven, the Netherlands
Trading Experience: Intermediate
Platform: TTP,/Ninja, Multi, python
Broker/Data: IB, cqg
Favorite Futures: dax, ES, CL, AEX
Posts: 30 since Dec 2012
Thanks: 46 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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