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Date/Time: Fri, 29 Mar 2024 05:37:59 +0000



Post From: Futures contract rollover - volume based

[2019-09-17 04:22:47]
User629461 - Posts: 158
That's how it should work but from my experience doesn't in real time.

On Friday, when the day session opened, it was definitely showing prior day (Thur) with the new contract data (low vol) - as all my lines/levels on the chart had moved (or more precisely the chart data had moved) and volume was extremely low. Also the rollover date vertical line (which i have active) was showing Dec contract rollover at start of Thur trading. After Fri completed and when I was reviewing over the weekend, Thursday data had reverted back to the old contract and Fri was the new contract and rollover date marker was at Fri start of trading.