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Getting Continuous Future Contract

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    Getting Continuous Future Contract

    Hello. I have a problem with getting continuous future contract for LE (Live Cattle, CME, Globex).

    As you can see on attached image there are two nearest contracts for this instrument: LE 02-13 and LE 04-13. Rollover date for LE 04-13 in Instrument Editor is 1/17/2013 (today is 1/31/2013), therefore current active contract is LE 04-13. The current price level for LE 04-13 is about 133.00 points.

    But when I load the chart for LE ##-## (continuous contract) I see the latest price level is about 128.00 points. The same price level has a LE 02-13.

    I don't understand why NT takes data from old contract when new contract is already active?
    How can I fix it?

    Thanks in advance.


    #2
    Hello dcheg,

    Thank you for your post.

    The Continuous Contract is data from your data feed provider, if you have questions on how they are determining the price of the Continuous Contract you will need to contact them directly.

    Please let me know if you have any questions.

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