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Direct MessagesDate/Time: Mon, 06 May 2024 04:27:21 +0000
Post From: Continuous Futures Date Rule Setup
| [2014-02-26 07:37:22] |
| cazeek - Posts: 33 |
|
Hello, Can you please confirm that I am entering the parameters for the OJ symbol's rollover correctly? The product rule from the exchange states: Last Trading Day 14th business day prior to the last business day of the month https://www.theice.com/productguide/ProductSpec.shtml?specId=30 I am using "Number of Business Days Before Specific Business Day Before Contract Month". I'm entering 14 as Number of Business Days and 1 as Specific Business Day Before Contract Month. Thanks, Steven |