Comment on Calendar Spreads

kaushal commented on 04 Jan 2019, 05:27 PM

Sir what exactly do you mean by continous data. In the table having the data you downloaded(shown in the figure above) ,does all the prices under current month have the same expiry and the prices under near month have the same expiry date that is the expiry succeeding the expiry under current month.Can you please elaborate on the data that has to be downloaded?

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