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Date/Time: Sat, 20 Apr 2024 11:47:18 +0000



Post From: GAIN/OEC - Ready to Switch Data Feeds, but first ... SC version 2037

[2020-01-27 14:44:42]
NRGTrader - Posts: 351
RE: #17 Continious Futures Contract rollover

For example I have Nat Gas, GNGG20 set to continuous contract :

Charts Settings>Main>Auto Roll Futures Symbols
Charts Settings>Advanced Setting Continuous Contract - Date Rule Rollover - Back Adjusted
Global>Symbol Settings> GNG?## >Rollover Method>5 business days before contract month (ie.e, the default for the symbol)

GNGG20 actually flipped to active month last Thursday, Jan 23. Today is Jan 27, the beginning of the fifth day prior to the GNGH20 contract month and my charts still show the GNGG20 as the symbol as well as the updating data is for the GNGG20 contract.

Why hasn't the data auto rolled to the new contract? Does it flip the end of the day on the 5th business day before the contract month?