Support Board

Date/Time: Fri, 17 May 2024 18:28:06 +0000

Post From: Rollover Methodology

[2019-09-14 09:29:11] Link To Thread - Link To Post [Go To First Post]
User864893 - Posts: 26
Recently we had within the convergent community a discussion about the rollover methodology. SC uses the open prices on the rollover days to determine the rollover adjustment, which is for example for ESU19->ESZ19 = 1.25. However according to futurestrader71 the official way to roll is to use the settlement prices on the rollover day which would be 1.75 for the ES. Especially on charts with several rollovers the differences could add up which would lead to more inaccurate charts. Is there any chance that SC could offer a rollover methodology based on settlement prices. Thanks in advance