There are several approaches but most use backward adjustment in which previous 
contracts are adjusted to match the current contract.  Google and you will find 
data suppliers, programs, and discussion.

Bill
  ----- Original Message ----- 
  From: murthysuresh 
  To: [email protected] 
  Sent: March 14, 2009 4:50 AM
  Subject: [amibroker] how to make continous contracts


  the futures seems to change every quarterly. how do i make that look like a 
continous contract



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