Commodity futures retrospective data

Author: bitandrew, Created: 2017-03-28 09:29:42, Updated:

I would like to know if there is a k-string of the main contract continuous when reviewing the commodity futures data.


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bitandrewGood, thank you.

The Little DreamContinuous K-threads of the main contract (in the feedback system) are being made later online, and the physical disk can be made into a main contract in the program. The module of switching, according to its own strategic needs, switches.

The Little DreamThe continuous primary contract in the feedback system has been handled, for example, the continuous contract for methanol MA is MA000, which means that the contract code plus three 0s after the letters is a continuous contract. It is only valid in feedback, and it is still necessary to write a module to judge the switch or stop the policy manually.