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Date/Time: Tue, 07 May 2024 12:30:20 +0000

Post From: Bug in sc.ContractRolloverDate variable

[2019-03-15 12:22:29] Link To Thread - Link To Post [Go To First Post]
User90125 - Posts: 715
If this has to do with the rollover rules for CME stock index futures, then on the version you are running you may get a rollover date which is 1 week later. This is because of the early rollover which was occurring due to the strict rules. So we adjusted it one week forward in the case of when the third Friday is in the first half of the month but we changed that to just one day forward. Possible to allow for user defined rollover dates? Or at least for users to adjust this date (without having to tweak the underlying .xml file)?