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Date/Time: Sat, 04 May 2024 21:45:05 +0000



Post From: wrong volume-based CL rollover

[2018-07-18 01:52:10]
User622163 - Posts: 17
i performed a volume-based rollover for CL today and i noticed the continuous chart performs the rollover on the start of the 7/16/2018~7/17/2018 session.

the CLQ18 daily volume for the 7/16/2018-7/17/2018 session is greater than the CLU18 daily volume for the same session. the daily volume for the 7/17/2018~7/18/2018 session is currently higher for CLU18 than CLQ18.

so technically, the volume-based rollover should have been performed for the current session (7/17/2018~7/18/2018).

let me know if i'm missing something.