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Date/Time: Thu, 28 Nov 2024 22:38:32 +0000



Post From: Help with rollover of RTY

[2023-03-31 18:27:24]
MightyMommy - Posts: 6
My guess is that they take the volume from the new contract into account during the rolling period which usually occurs 1 week prior to the previous contract's expiration. As you can see from the Sierra chart there is huge volume from March 10 to 16 that is not reflected in Sierra but on the continuous contract on my IRT chart, the volume continues to be high throughout that period.

https://www.sierrachart.com/image.php?Image=1680285877972.png
Date Time Of Last Edit: 2023-03-31 18:28:28
imageIRT_volume_Mar 9-16.png / V - Attached On 2023-03-31 18:25:56 UTC - Size: 80.62 KB - 69 views