Futures · Pro
Continuous futures chart
Also searched as: continuous contract, back-adjusted futures
What does Continuous futures chart mean?
A continuous futures chart joins successive contract histories into one series. Back-adjustment can alter earlier prices to reduce gaps caused by switching contract months.
Example
A continuous chart shows a smooth series while the two individual contracts have different prices on the roll date.
Illustrative example; not a provider’s quoted offer.Why it matters for prop traders
Use the actual execution contract for orders and confirm the chart's roll and adjustment method before backtesting price levels.
Sources and further reading
The following primary sources support the terminology. Provider rules describe their own products and may change.