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

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  • $\begingroup$ If you could provide a link that would help. $\endgroup$ Dec 5, 2020 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, 2020 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, 2020 at 20:46
  • $\begingroup$ Is there an API that has continuous prices? $\endgroup$
    – zero_cool
    Dec 15, 2023 at 1:10

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