Originally Posted By: AndrewAMD
You can construct a continuous futures series using contract data.

Documentation on futures, options, and futures-options contracts can be found here:
http://www.zorro-trader.com/manual/en/contract.htm



As far as I know (according to Support), Zorro doesn't provide any out-of-the box functionality to construct a continuous futures contract. My idea was to construct it manually using Zorro's datasets. If you know a better way, could you please share your thoughts?

Last edited by kujo; 04/12/18 15:40.