Support Board
Date/Time: Wed, 02 Jul 2025 07:16:14 +0000
Post From: Problem with volume-based rollover
[2016-12-03 04:03:24] |
skelcap - Posts: 139 |
Thanks I understand it is tricky and there is no one-size-fits-all solution. In many markets the shift in volume from one contract to the next seems well-defined, but in some markets like agriculture I have found there can multiple shifts which necessitates the use of some sort of date-based rule as well.
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