Back-adjusted Spread data

timothy0387

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Hi,

I am trying to get hold of some back-adjusted spread data, for the exchange traded spreads on ICE and Liffe. I currently use CSI to collect my outright data, however they don't list the exchange traded spreads. I can collect the dis-continuous data with Qcollector on esignal but this is obviously not back adjusted. Does anyone know of any vendors that sell back-adjusted spread data, or have any suggestions for the simplest way to create a continuos contract from the single exopirys that I have pulled from esignal?

Thanks,

Tim
 
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