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Date/Time: Sat, 30 Nov 2024 01:43:03 +0000



Post From: Rollover for FDAX from Dec 22 to March 23

[2022-12-16 13:05:41]
User740709 - Posts: 153
Hello,
I am using Denali datafeed and yesterday, the FDAX Dec22 contract (EUREX) rolled to March23.
However it seems that your rollover premium is incorrect by 4 points. As per the EUREX page it should be 77 pts while when I look at the rollover premium in my platform, my message log says it is 81 points.

I tried to manually adjust, however as soon as I do so, my whole chart moves by 4 points which shifts the daily high and low which would then result in incorrect prices for the whole day.

Could you please advice what to do?

Thank you.
Kind regards
H.