0
$\begingroup$

How is Yahoo Finance's continuous futures historical data calculated? Are these front-month numbers?

$\endgroup$
3
  • $\begingroup$ If you could provide a link that would help. $\endgroup$ – ThatDataGuy Dec 5 '20 at 23:59
  • $\begingroup$ I'm asking the same question. One example is symbol CL-F, the crude oil. Is it a backadjusted front month historical series? finance.yahoo.com/quote/CL=F?p=CL=F&.tsrc=fin-srch $\endgroup$ – andrewf Dec 11 '20 at 11:36
  • $\begingroup$ If you click on the link from andrewf, choose 'chart' and select 'max' for date range, the result suggests no back-adjustment (otherwise the peak in '08 would have been much higher). $\endgroup$ – user42108 Dec 11 '20 at 20:46

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.