I would like to understand why it is that some contracts look THE SAME for the last 3-4 months between the Front Month Contract vs. the Continous # Contracts and some others look very different.

Example of contracts that look the same between Z10 and #: CL,6A,6B,DX,CC,FDAX,FESX,HG

Examples of contracts that look VERY different between # and front month:
CT, FGBL, GE,HE, LE, OJ

Why does this happen? I would like to use continous contracts but if the chart does not look the same as the front month, it does not make much sense to use


Thanks for your input

PEDRO

Hello Pedro, there can be differences between intraday data when looking at the Continuous contract and the Individual contracts on most of the Futures as each one trades differently and what months they trade. For Example, on Crude Oil it will trade and roll every month, whereas on Cotton it trades December, March, May, July, October. Other futures will trade ever third month, for example is the Dax futures, which trade December, March, June, and September.

Also, when trying to compare the historical intraday data they will vary as the Continuous contract uses each front month to build the historical data from Rollover date to Rollover date where as the individual contract is just for that Month contract.

I hope this explains what you are seeing a little better, if not please contact us here in Support at 800/397-7000 and we can go over it with you, or through our chat system.

Thanks.

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Curtis Thompson
curtis.thompson@dtn.com
Trading Markets Customer Service
1-800-397-7000 x3614