Support Board

Date/Time: Sun, 28 Apr 2024 05:01:43 +0000

Post From: es NEW!! cme futures rollover policy

[2022-06-13 00:32:44] Link To Thread - Link To Post [Go To First Post]
Tony - Posts: 459
So, after I changed roll over day from Default Setting of '1 calendar day before 3rd Friday of the contract month' to Custom Settings '4 calendar day before 3rd Friday of the contract month' and Chart -> Reload/Re-Calculate, also tried close Sierra Chart program and re-run, sc.ContractRolloverDate still gives June 16 Thursday, instead of June 13 Monday. It seems to me that sc.ContractRolloverDate is calculated according to Default Settings (checking or unchecking 'Use Custom Symbol Settings Values' has no effect either) It doesn't really bother me for the time being, I get around it by doing: int ContractRollOverDate = sc.ContractRolloverDate - SCDateTime::DAY(3); P.S. sc.ContractRolloverDate was always accurate before CME changed Roll Over Policy Date Time Of Last Edit: 2022-06-13 05:01:33