You will need a new ticker symbol anyway for the new contract so your old contract history is automatically preserved (don't delete the old symbol).
As to adjusting you can export the data to excel, shift all the prices by the gap amount, then re-import. Watch out for negative values if you have a lot of history. If this happens you have to do proportional back adjusting. I don't know how to do this, but I think I have a "paper' on it somewhere. You can probably google a technique. To export the data I have attached an AFL file for daily data contributed by Graham. Instructions are inside. (If you don't get emails from the list you won't get the attachment.) -- Terry -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of drainesss Sent: Thursday, August 17, 2006 23:46 To: [email protected] Subject: [amibroker] Ccontinuous Future contract Hi What is the best way to deal with the above situation. Today we have a QM crude oil future roll-over. How can I continue to recieve the data from Interactive brokers for the new contract QMv6 (the old one is QMU6)and keep the historical data of the old one. There is a problem of GAP in price between the two contracts. My first idea was to export somehow the data from the database and to manualy add the gap to the price column but HOW to export the data? Then there is a Split option - How to use it in this case?! Maybe I am missing something?! Thanks guys. Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
Export Daily Data to CSV Files.afl
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