Support Board

Date/Time: Thu, 19 Sep 2024 21:38:57 +0000

Post From: ZB,ZF,ZN Futures roll from Mar14 (H4) to Jun14 (M4) contract front month

[2014-02-26 16:25:59] Link To Thread - Link To Post [Go To First Post]
NRGTrader - Posts: 351
RE: SC INTRADAY Thanks for all the efforts on the OEC issues as well as the upgrades to the software over the past few months. I doubt you hear that enough and I am sure you're growing tired of the aggravation with the OEC FIX/Fast - "their problem, our problem conundrum". Anyhow, thanks! RE: SC DAILY Regarding roll forward of futures on the SC install I use for daily charts, there seems to be an issue with the adjustments from the H4 to M4 contracts. First, ZF and ZN have correctly moved to the M4 contract as of today, 02.26, however the prices prior to today haven't been adjusted. Therefore ZFM4 and ZNM4 prices prior to today are not adjusted by the amounts of approximately -1 1/32 and -1 18/32 respectively. I have "automatically roll futures" selected in chart settings. Secondly, the ZB contract is still loading the H4 contract. It should roll the same day as all other US Treasury interest rate instruments (ZF,ZN,ZT).