Hi,
I am a newbie to VB and need some assistance in creating a single series
from multiple columns of futures price data on excel. The first column
contains the date, followed by price data for each futures contract in
separate columns. The issue here is that I need to create a series starting
with data from column B till two working days before the contract month (to
clarify, there are five contract months - March, May, July, September and
December and if the first contract is a contract for March in that year, then
two days before the contract month would mean that the series takes data from
this contract till the point that there are two working days in February) at
which point the series picks up data from the next contract for which data is
available (usually the May contract for that year) and so on till the end of
the file. The data extends over 52 years

Thanks in advance.