Support Board
Date/Time: Sun, 22 Dec 2024 08:54:00 +0000
Post From: Rollover rule for NG-NYMEX has wrong number of business days
[2015-04-17 09:06:57] |
Sierra Chart Engineering - Posts: 104368 |
The question is though when the trading actually shifts to the next contract month. Does it occur 3 business days prior to the first day of the delivery month or about 5 days prior? Most likely when we looked at this we noticed that typically it occurs around 5 days prior.
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