FESX, FDAX, FGBL Merge policy

Discussion in Emini and Emicro Index

Updated April 12, 2016

2,026 views
0 thanks given
1 followers

Search this Thread

FESX, FDAX, FGBL Merge policy

cencored · 2016-04-12T20:07:37-04:00

Coming from ES I typically did not backadjust contracts. I just left it at non-adjusted in NT/TOS and found that best. Now looking at some Eurex markets (mostly FESX and Bund) I was wondering what you guys recommend the merge policies should be? Again I left it unadjusted at the moment which caused a rather large gap in my charts on Bund as an example. Would you recommend to merge back adjusted or merge back non adjusted? Thanks.

April 12th, 2016, 08:07 PM	#1 (permalink)
cencored Australia Posts: 49 since Oct 2015	Coming from ES I typically did not backadjust contracts. I just left it at non-adjusted in NT/TOS and found that best. Now looking at some Eurex markets (mostly FESX and Bund) I was wondering what you guys recommend the merge policies should be? Again I left it unadjusted at the moment which caused a rather large gap in my charts on Bund as an example. Would you recommend to merge back adjusted or merge back non adjusted? Thanks.