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market replay longer time

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    market replay longer time

    please clarify if its possible to run a strategy with an instrument in market replay ,when the rollover date is included.for eg. if its es 09-14,i have replay data for es from jan 2013.can i run strategy on es 09-14 from jan 2013 onwards or can i test it only for september contract.

    #2
    easyfying, you would only be able to replay the individual contract, it would not be a continuous replay across contract boundaries.

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