dakine
-Interested User-
Posts: 2
Joined: Feb 23, 2006
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Posted: Feb 27, 2006 10:30 AM
Msg. 1 of 2
@ZG# continuous Gold future appears to be using the March contract, which is technically the front month, but according to the CBOT's home page and volume data, the active contract is April. For example, on Friday, 2/24/2006, the April contract had a total volume of 13,567, while the March contract had a total volume of 15.
Thank you.
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DTN_MarketData
-DTN's Market Data Experts-
Posts: 786
Joined: Jul 15, 2004
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Posted: Feb 27, 2006 10:51 AM
Msg. 2 of 2
The continuation symbols are built on the front month only. They will not roll to the next month until current month contract expires. Continuation symbols are still in Beta status and improvements are being made for when they go live.
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