Date/Time: Thu, 18 Jan 2018 06:17:47 +0000
Post From: Continuous Futures Contract - Volume Based Rollover
|User956467 - Posts: 16|
I have "Automatically Rollover Futures Symbol" and "Continuous Futures Contract - Volume Based Rollover" selected in Chart Settings. F.US.EPZ17 automatically rolled over to H18 (March 18) this morning but volume is much higher in Z for at least another day. Volume is greater in Z right now (Thursday morning) and yesterday (Wednesday). This is the same for YM, ENQ and RTY. They all have rolled over without volume being higher.
Can SC rollover futures contracts based on actual volume?