A
ACASEY
Hello;
I am working on Historical Crude Oil Monthly-Spread Analysis.
The spread is between the front month and 2 months out. Example: Today's
trade date is 2-18-06. I am trading the spread between March/May.
On trade date 3-18-06, I will be trading the spread between April/June and
on 4-15-06 I will be trading the spread between May/July.......
Moving to the next month is marked by the expiration of the contract.
What I am aiming to do is build a query or logic where I can extract the
settlement prices of these months dynamically. I have historical settlement
data for 3 years.
Any help would be much appreciated.
Arno
I am working on Historical Crude Oil Monthly-Spread Analysis.
The spread is between the front month and 2 months out. Example: Today's
trade date is 2-18-06. I am trading the spread between March/May.
On trade date 3-18-06, I will be trading the spread between April/June and
on 4-15-06 I will be trading the spread between May/July.......
Moving to the next month is marked by the expiration of the contract.
What I am aiming to do is build a query or logic where I can extract the
settlement prices of these months dynamically. I have historical settlement
data for 3 years.
Any help would be much appreciated.
Arno