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How can I join the June futures to the Sept futures, using one
minute,so the backtesting can cover more than 3 months. The Sept
futures stared today. Using IB, AB ver 4.70.5 Prof
Is this possible?
At the moment I have about 25 days of the June futures, so I now
want to add the Sept futures to the June continously.I also want to
keep this file forever, maybe for several years.
The following is what I want to store for purposes of back testing.
6EM5-GLOBEX-FUT
6EU5-GLOBEX-FUT
ER2M5-GLOBEX-FUT
ER2U5-GLOBEX-FUT
ESM5-GLOBEX-FUT
NQM5-GLOBEX-FUT
NQU5-GLOBEX-FUT
YM JUN 05-ECBOT-FUT
YM SEP 05-ECBOT-FUT
ZB JUN 05-ECBOT-FUT
ZB SEP 05-ECBOT-FUT
Ray
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