Support Board

Date/Time: Sun, 05 May 2024 06:07:08 +0000

Post From: NQ Futures not rolling correctly

[2019-03-26 05:10:02] Link To Thread - Link To Post [Go To First Post]
User90125 - Posts: 715
6E Continuous Backadjust log report wrong price levels \| Post: 175218 says it all: We had modified the rule used for the CME stock index futures but had made a mistake and we think the revision you are running it is not handling it properly. The modification that should exist is that if the third Friday is within the first half of the month, the rollover date is moved one day forward. Indeed. Thanks for looking into this and taking care of the problem correctly for all users.