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Coverting Older ES levels to Current Contract

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    Coverting Older ES levels to Current Contract

    Is there anyway to automatically convert and chart older ES levels to "match up" with the current ES contract. Because of rollover and changes in fair value these don't match up.

    I was thinking the SPX could be used as a baseline to bring the older and current ES levels together so that they could be compared.

    Is there an indicator or something available already to do this?

    #2
    Actually, I see that there is a "merge" function, but this does not account for the differences of levels within the same contract does it?

    Comment


      #3
      Hello,

      I am not aware of anything other than a continuous contract which is not offered by all data providers. Off the top of my head the only one that does support it is eSignal, but others do. Here is a list of our providers:
      DenNinjaTrader Customer Service

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