Hi, when trading futures, is it possible to manually reference a specific contract or is the only option to trade futures is through continuous futures?
The current contract for CL is CLJ19 and the next contract is CLK19. Can I subscribe to each contract's price separately?
What I am trying to do is to visualize calendar spreads. I used another method within this algo, but as you know, free accounts can't use the latest historical data, so in reality, what this algo may be doing, is using the current contract (CLJ19) and the differed month contract (CLK19) with during periods where these contracts were not the current and the next contracts. Manually selecting contracts and not continuous futures would allow me to pick a time period (typically 1-month length) and to apply the corresponding contracts to my backtest. Then I could be sure of the generated spread.
Your answer would really help :)
Bests,
