Continuation Charts

A continuation chart is a chart with an artificial time series, built from the daily time series, for active and expired contracts. A continuation chart takes portions of each contract going back in time, and displays those portions as one chart (time series).

A continuation chart relies on both current and historical data (a history of expired contracts). Therefore, if a continuation chart is built for a symbol with no historical data, the chart looks exactly like the front month.

To display a continuation chart, enter the symbol root (such as, C, or SP) or the symbol root prefaced with a percent sign (such as, %W, or %SP) to display a simple continuation chart (one where the contracts automatically roll on their expiration date).