What are the best practices for futures contract rollover? Can you please suggest in the following:
1) Is it like a good idea to merge the data of previous months contract to upcoming month contract? Or Is it best to load the future month contract independently. I know it might be a personal preference, but what is like best practice thats commonly done?
2) In Ninja 6.5, is it a good idea to create a new workspace when a futures rollover occurs. Say something like Sept_workspace,March_workspace,..etc?
Also, is there any way to view continuous futures contracts like for last 3 years in Ninja 6.5? Which datafeed supports it with Ninja?
Thanks
RK
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