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If anyone is aware of any software able to "splice / merge" futures contract month data into a single, price adjusted contract, I'd like to hear from them. (data is in either .csv or MetaStock format)
Thanks.
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Rank: Member
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Location: Adelaide, Australia
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The Data Tools Program which comes with futures data supplied by Paritech comes with spliced and back adjusted formats. The spliced view will have a gap in price at contract rollover while the back adjusted view back adjusts the price (charts will sometimes have a negative price with back adjusted view).
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BTW, the DataTools software deals with both csv & MetaStock data formats, and comes free with a PremiumData futures subscription. Excellent package, and highly recommended.
jose '-)
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 10/23/2005(UTC)
Posts: 45
Location: Savannah
Was thanked: 6 time(s) in 4 post(s)
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Thanks for the suggestion, I appreciate the response.
I my case, I already have the data . . . . just need to "splice it together" without a big "gap" / jump in the prices at roll over. Years ago, I thought that there was a DOS based program, but I can't remember the details. I was hoping for a "public domain" or shareware program . . . . . :) , but can't locate one.
Take Care & Good Trading ! ............... Tom .................
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