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Marco Guglielmo wrote:
>
> Hi to the list,
>
Hi Marco!
> following the question in the "Letter to Editor" section of the latest
> issue of TASC magazine, I would be very happy to better understand the
> correct way to roll the expiring future contract with the next coming one
> in order to get a final continuous historical data series usefull for
> back trading system testing as well to evaluate support/resistance area.
> In particular, does anybody advise me in which are the best way to roll
> italian bond, german bond as well as the eurolira, euromark futures
> contract ?
You could try to contact to the Futures Spanish Market (MEFF) in their
web, www.meff.es
They have a futures on Italian Bond, and perhaps they have data, but it
they have, I supose they will have in spanish pesetas, so you will need
to convert the prices. So can also ask them if they have the rollover
future, but I don't think, because I have requested some other rollover,
and they don't have.
> Marco Guglielmo (Turin,Italy)
Best wishes from Barcelona
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