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For what purpose is "continuous contract" data used? And what form is used
(ASCII for example)?
Carroll
----- Original Message -----
From: "MATHHEW VON" <matthewvon@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, April 12, 2002 7:49 AM
Subject: Continous contract software
> Can anyone suggest software that will backadjust contracts for intraday
data
> to create a continous intraday contract e.g., 5min continous contract for
> the sp's starting e.g. on mar 1997 to current contract?
>
> Matthew Von
>
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