Support Board

Date/Time: Fri, 19 Apr 2024 04:54:06 +0000

Post From: Futures contract rollover - volume based

[2021-08-11 22:25:00] Link To Thread - Link To Post [Go To First Post]
User155017 - Posts: 41
Can you confirm if the algorithm rolls to next most traded instrument, or just ot the next calendar month its volume exceeds that of previous month? For example now the front month for corn is December 2021, not july.