Support Board
Date/Time: Tue, 11 Mar 2025 17:00:47 +0000
Post From: SCTRADING_ORDER_ERROR in v2368 but not prior version
| [2022-04-18 15:25:03] |
| jwick - Posts: 142 |
|
Oh that's so interesting!! I think this is it :) What a great observation / pointer! This seems likely since 09/10 is indeed a rollover date on the NQ. Can I ask another clarifying question to verify that I'm understanding the implications of the new rollover procedure? Since in the newer versions, the prior day's settlement price is used instead of the current day's opening price, does that mean between the old and the new version, there is specifically one day for each rollover where each version will use data from a different contract month (so I'm guessing in older versions, the day on the rollover (09/10) will use data from the old contract month (since the new contracts opening print isn't processed till the day is over) while in the newer version, the day on the rollover will use data from the new contract month since the prior day's settlement price is already known as of that day)? |