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- Tue Jan 18, 2011 6:50 pm
- Forum: Testing and Simulation
- Topic: How do YOU handle full size and mini contracts?
- Replies: 6
- Views: 5384
Here is the approach I have taken with the Big vs Mini contracts in equities. Happy for anyone to point out any flaws. ES (CSI #487) vs. SP (CSI # 290) - ES started trading on 9-9-1997, but the data in CSI goes back to 4-21-1982, which is the first day the SP contract started trading - It appears th...