What is a continuous futures contract?

A continuous futures contract is an artificial financial instrument derived by linking multiple individual futures contracts with different expiration dates. This method creates a smooth price series that helps traders identify long-term trends and patterns, eliminating the need to manually switch between individual contracts.

What are continuous (pasted) futures?

The purpose of continuous (‘pasted’) futures is to help traders to analyse charts and monitor global tendencies. If you open the continuous chart, the platform will automatically ‘paste’ data about the most liquid periods of various contracts in one chart. The most liquid contract, which is traded most actively, will be the current one.

How do I get continuous futures data?

You can get continuous futures data using the following steps: Get the price of the first contract and the next contract on the rollover date. The rollover date is when you rolled your position from the first contract to the second contract. In this example, we have considered the rollover date as the expiry date.