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Adaptrade Builder does not support the mechanism on the contract exchange date
exit. Will you add the function of exit on the contract exchange date in the future?
MikeBryant
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Jun 11, 2024, 12:37:43 PM6/11/24
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I'm not sure what you're asking, but as I noted in my previous reply, rollovers between contract months can be handled by using continuous, back-adjusted contracts. There are other programs available that can construct those types of data series from individual contracts.