Support Board
Date/Time: Wed, 27 Nov 2024 07:32:41 +0000
Post From: Question about futures rollover
| [2023-09-15 09:15:25] |
| User470516 - Posts: 78 |
|
I do have another question regarding the roll of the FDAX contract please In the chart settings, we have "Automatically Rollover Futures Symbol" checked, and we use "Continuous Futures Contract - Volume Based Rolloved, Back Adjusted". The daily volume of the contract FDAXU23 was 62,658 contracts yesterday (14/09/2023), and it was 63,480 contracts for the contract FDAXZ23, hence for the first time, the volume of FDAXZ23 was greater than the volume of FDAXU23. My understanding is that, because of the rollover options mentioned above, the chart FDAXU23 should have automatically switched to FDAXZ23 this morning when SC opened, but it is not the case, it stayed with FDAXU23. Is my understanding wrong ? We even have a yellow message on the FDAXU23 chart saying "[Volume] Symbol needs Rollover. Click to Rollover". |