Support Board
Date/Time: Mon, 25 Nov 2024 19:50:20 +0000
Post From: Continuous Futures Date Rule Setup
| [2014-02-26 15:04:48] |
| cazeek - Posts: 33 |
|
Good point. I just verified it is the 14th day prior to the last business day of the contract month. For example March will be 3/11. I'm not sure how to replicate this with the rollover rules. First Notice Day First business day of contract month Last Trading Day 14th business day prior to the last business day of the month Last Notice Day Fifth business day prior to the last business day of the contract month |