Sample futures data roll method

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cordura21
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Sample futures data roll method

Post by cordura21 » Wed Apr 14, 2010 9:14 am

Hi,
I'm trying to expand on the sample historical data provided by downloading the series from bloomberg. However I haven't been able to find in the User's Guide how the rollover on the data provided is performed so as to be able to match it.
Does anybody know where I can find out?
Thank you!

sluggo
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Post by sluggo » Wed Apr 14, 2010 10:23 am


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