# why people want to get a continuous time series from futures data?

So for the backtesting , is it necessary to make an adjustment for the last day of the current contract and the first day of the next far contract? Even if there's is a gap, that's the actual price, u can't avoid the roll yield.

-

Thx. It took me a while to follow u ${\tt :-)}$ –  Xun Bao Jul 14 at 13:07