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Date/Time: Thu, 02 May 2024 21:20:56 +0000

Post From: Date Rule Rollover for VX Future is Incorrect

[2019-04-18 10:47:39] Link To Thread - Link To Post [Go To First Post]
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Hi, The Date Rule Rollover for VX Future is Incorrect - for april it was rolled on the 11th instead of 17th , for march it was on the 14th instead of 19th My Continuous Contract is set to Date Rule Rollover My default rollover rule (symbol settings) for VX is : number of calendar days before friday count within contract month num of calendar days : 35 friday count within contract month : 3 What do I need to change it to for proper vx rollover dates? Thank you