Hallo,
Let´s suppose I have been operating the current month contract until tonight. Tomorrow I will start operating the following month. I need a 10-day long historical of 30min bars. I see there are two options:
1) Forget the expiring month, just load 10 day of data for the following month. These data will not be equal to the last 10 days of the current month due to the premium.
2)Merge the current month into the following month using today as the merging date. This will probably price-adjust my 30min bars, the ones I have so far. Am I right?
Is it possible to keep my bars? (the ones I have today) and then tomorrow get new bars for the following month contract without affecting my old ones??
Regards,
Let´s suppose I have been operating the current month contract until tonight. Tomorrow I will start operating the following month. I need a 10-day long historical of 30min bars. I see there are two options:
1) Forget the expiring month, just load 10 day of data for the following month. These data will not be equal to the last 10 days of the current month due to the premium.
2)Merge the current month into the following month using today as the merging date. This will probably price-adjust my 30min bars, the ones I have so far. Am I right?
Is it possible to keep my bars? (the ones I have today) and then tomorrow get new bars for the following month contract without affecting my old ones??
Regards,
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