Continuous Maker
Build continuous futures contracts
Order:
contracts are sorted by year first, then by month letter, both taken from the file name
Expiry:
the time of the last candle in each CSV
Window:
the median gap between consecutive expirations
Usable range:
each contract counts only from its expiry minus the window, up to its expiry
Overlap:
the nearest expiry wins
One-way roll:
the next contract only starts after the last candle already used, and it never goes back
No price adjustment:
candles are joined as they are, with no back-adjustment at the roll
Drop CSVs or a ZIP here
or click to browse · file names end in month letter + year, like M2KH20_M15.csv
Continuous
Download CSV