Support Board
Date/Time: Sun, 22 Dec 2024 07:52:05 +0000
Post From: Unable to accurately set rollover rule for ICE Gasoil
| [2015-04-16 22:58:15] |
| i960 - Posts: 360 |
|
The closest thing is this: Number Of Business Days Before Business Calendar Day in Contract Month However that's not quite right. The official spec is this: LAST TRADING DAY Trading shall cease at 12:00 hours, 2 business days prior to the 14th calendar day of the delivery month. https://www.theice.com/products/34361119/Low-Sulphur-Gasoil-Futures/specs What is needed here is this: Number Of Business Days Before Number of Calendar Days in Contract Month The only thing similar to that now is: Number Of Business Days Before Number of Calendar Days Before Contract Month But that's obviously a month off. |