Support Board
Date/Time: Sat, 05 Jul 2025 18:38:29 +0000
Post From: Volume based rollovers and ACSIL
| [2021-02-14 16:37:22] |
| User987654 - Posts: 70 |
|
Thanks, that works well. Last question, for the volume based rollover (Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume), it says it compares the daily volume for the front and next month contract, does it do this at the end of the trading day for the given asset (ie. for Nymex WTI, 17:00 ET) or is it a set time for all assets? Reason I ask is I don't want to roll when the markets are very thin, so if it is at the end of the trading day, I will set a timer so it rolls during more liquid hours. Thanks |