Support Board
Date/Time: Fri, 28 Feb 2025 13:30:07 +0000
Post From: Futures contract rollover - volume based
| [2021-08-11 22:25:00] |
| User155017 - Posts: 41 |
|
Can you confirm if the algorithm rolls to next most traded instrument, or just ot the next calendar month its volume exceeds that of previous month? For example now the front month for corn is December 2021, not july. |