Continuous contracts are very useful, because you can see all the price K-lines of a futures product since the establishment of the exchange on a map. Any single contract will not exist for more than 2 years. When it has not become the main contract, the price deviation is relatively large, which cannot truly reflect the price change of this variety.

For example, if you want to see the price changes of copper futures since 2006, what do you think if there is no continuous futures contract?

Moreover, continuous contracts take the weighted average price of the main contracts in each cycle, which can reflect the price changes of futures products more accurately and truly than single contracts, especially those that are inactive.

Domestic continuous contracts are generally identified by 888 and 000.