Blog Post: Continuous Futures Data in Zorro

Posted By: AndrewAMD

Blog Post: Continuous Futures Data in Zorro - 03/17/19 21:17

Hi guys,

I have another educational contribution on my blog.

This is part 1 of a mini-series on acquiring continuous contracts historical data for Zorro. This part focuses on the data acquisition:
https://www.vitaltrades.com/2019/03/17/continuous-futures-data-in-zorro-1-data-acquisition/

In a follow-up post, I will show how to parse the data into Zorro's T6 format.

Enjoy! Let me know if there are any questions. laugh

Andrew
Posted By: chsmac85

Re: Blog Post: Continuous Futures Data in Zorro - 03/20/19 14:59

Thanks for your contributions to the board Andrew!
Posted By: AndrewAMD

Re: Blog Post: Continuous Futures Data in Zorro - 03/24/19 20:34

Part 2 is out and can be found here:

https://www.vitaltrades.com/2019/03/24/continuous-futures-data-in-zorro-2-parsing-csv-to-t6/

Bonus round: I had to convert a large batch of Stock/ETF CSV's into t6, so I shared some of my batching code.
Posted By: OptimusPrime

Re: Blog Post: Continuous Futures Data in Zorro - 03/24/19 23:02

Thank you Andrew
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