i need help to merge these futures to built continuos contracts.
The main is to test trading system and see the difference between
feed of interactivebrokers and zenfire.
I use interactivebrokers and zen-fire.
I read that each single futures has own rule to built a continuos contract.
Is it possible a clear explaination and a step by step guide to do it.
I see that there also many algotrader, how do you manage your database?
I write down the main futures.
cbl: zt, zf, zn, zb,zq, dd, re, zdj, ym,
cme: 6e, 6s, 6n, rp, ry, rf, hc, 6j, 6b, e7, j7, nq, glb ge, pjy,
eurex: fdax, fstx,fesx, fgbm, fgbl, fgbs,
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