Support Board
Date/Time: Fri, 31 Jan 2025 09:09:48 +0000
Post From: 6E Continuous Backadjust log report wrong price levels
| [2019-03-19 13:19:09] |
| User925794 - Posts: 21 |
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Whoops, not so fast... I remembered that I had this same problem with the indexes and "forced a solution" that satisfied my need. So, I just reviewed the "Rollover" under "Global Symbol Settings" for the E-mini S&P (ES) and Dow (YM). "Check Rollover Dates" for each produces same response = "The rollover date for "ES/YM H19" is "Saturday, March 16, 2019". The default "Rollover Rule" is "Method3" = "Number of Calendar Days Before Friday Count Within...." with "Number of Calendar Days" = "8", and "Friday Count Within Contract Month" = "3". According to CME contract specs, it's the same for each contract stated as "Trading can occur up to 9:30 am ET on the 3rd Friday of the contract month". Logically, I would enter "0" for "Number of Calendar Days", but having the response for rollover date as a Saturday I'm not sure. Please advise. Thanks, Todd |