Support Board
Date/Time: Sun, 22 Dec 2024 09:08:28 +0000
Post From: Rollover rule for NG-NYMEX has wrong number of business days
| [2015-04-17 00:14:15] |
| i960 - Posts: 360 |
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Sure enough this is on the Sierra side as updating from server just overwrites it back to 5 days. Per CME: Trading of any delivery month shall cease three (3) business days prior to the first day of the delivery month. In the event that the official Exchange holiday schedule changes subsequent to the listing of a Natural Gas futures, the originally listed expiration date shall remain in effect. In the event that the originally listed expiration day is declared a holiday, expiration will move to the business day immediately prior.
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