I have mostly used NT for FX and this is my first time trying to do anything with futures.
CL is an oil future traded on the NYMEX. I found out how to pull them up in NT (CL 04-16) is the april expiry contract.
I need to back test tick data. This has a few problems - one is to get the data and two is how to deal with rolling contracts. Does NT have a "Generic 1st future" (like Bloomberg does) or something similar that rolls the data so everything is under one ticker? If not, how would you guys handle this, backtest on each future individually? That will get sloppy fast.
Also, I am trying to use Dukascopy data set for this - there is tick data for oil under LIGHTCMDUSD. If it's not the same as CL it will at least be a good proxy for backtesting - it's a singular series so that's why I ask the above.
Any advice would be helpful, thanks guys.
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