envisioninvest
-Interested User-
Posts: 2
Joined: Sep 13, 2022
Envision
|
Posted: Sep 13, 2022 08:42 PM
Msg. 1 of 2
Hello! We are bringing future real-time data, I understand that you already provides this data with the backadjustment in Futures, but I was wondering if we can apply this adjustment by ourselves knowing the gap and the expiration date of the contract, because we would like to have all the data with this adjustment.
Otherway to have the backadjustment of futures is download all the data, but to do this we have to know the expiration date for each contract and download the data already adjust that day.
If you made this backadjustment of Futures means that you know when to apply it. do you provide any calendar to know when happens this events?
If you have any advise about how we should solve this problem with the backadjustment in Futures, we will be gratefull. Thanks
Envision
|