Support Board

Date/Time: Sat, 20 Apr 2024 06:00:29 +0000

Post From: Rollover SC Feed

[2014-03-14 14:25:20] Link To Thread - Link To Post [Go To First Post]
enemyspy - Posts: 304
Trying to do backadjusted rollover for YM so that it rolls over for today's date mar 14 as it was the 14/03 contract that traded most of the volume yesterday. SC keeps wanting to roll it over as the beginning of yesterday instead of the end. Tried volume based rollover rule but still rolls over for beginning of 03/13 instead of end of day. I s there a way to force it to roll over at the time I want with the back-adjusted feature?