Support Board
Date/Time: Sat, 30 Nov 2024 04:54:50 +0000
Post From: Contract rolls on OI
| [2022-12-23 04:20:18] |
| aroymukherjee - Posts: 22 |
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Point 1. Why cant this be done with Open Interest? Point 2. Currently I am running a live simulated portfolio (more than 20 markets) with the following contract roll settings (see enclosed) BUT (and I don’t have the screenshot for this) I actually had to go to the RB chart in the chartbook a few days ago to see a message that the contract needs to be rolled over so it had not happened automatically. In case this happens frequently it is an issue I don’t know why a daily contract roll cannot be done by a futures data provider like Denali – which, while not identical looks like the one below |
 Sierra contract rolls issue 23 Dec 2022.pdf - Attached On 2022-12-23 04:18:23 UTC - Size: 106.69 KB - 146 views |