Support Board

Date/Time: Mon, 06 May 2024 10:27:47 +0000

Post From: Continuous Futures Date Rule Setup

[2014-02-26 15:04:48] Link To Thread - Link To Post [Go To First Post]
cazeek - Posts: 33
Good point. I just verified it is the 14th day prior to the last business day of the contract month. For example March will be 3/11. I'm not sure how to replicate this with the rollover rules. First Notice Day First business day of contract month Last Trading Day 14th business day prior to the last business day of the month Last Notice Day Fifth business day prior to the last business day of the contract month