Sample futures data roll method
Posted: 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!
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!