macdice
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Hi
If you're building a tick database, how do you identify futures contracts? Would you say that SHORT STERLING is a security, and store the delivery month with each time and sales tick? Or would you say that SHORT STERLING is a class of security, and SHORT STERLING MARCH 2011 is a security? Or something else?
Thanks
If you're building a tick database, how do you identify futures contracts? Would you say that SHORT STERLING is a security, and store the delivery month with each time and sales tick? Or would you say that SHORT STERLING is a class of security, and SHORT STERLING MARCH 2011 is a security? Or something else?
Thanks