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Date/Time: Sun, 22 Dec 2024 08:24:07 +0000



Post From: Unable to accurately set rollover rule for ICE Gasoil

[2015-04-17 10:46:29]
i960 - Posts: 360
I understand what you're saying as I also rollover to the next contract myself a few days before the actual expiration but my point here is the existing options won't work for this contract. Literally just taking the "before month" version and providing an "in this month" version would make it behave correctly.