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Date/Time: Fri, 26 Apr 2024 21:57:51 +0000

Post From: Continuous contract questions

[2014-05-19 13:00:05] Link To Thread - Link To Post [Go To First Post]
User22396 - Posts: 191
for nymex crude oil i have set the rollover rule to: "number of business days before business calendar day before contract month" to 3 "business calendar day before contract month" to 25 and i have jun14 contract set to continuous contract "continuous futures contract - volume based rollover back adjusted" but this morning i still have jun contract as active? shouldn't SC tell me to roll to july or automatically roll to july? also if i manually change the contract to July and reload data i get a gap at midnight...how to i get rid of the gap? i have tried "edit- delete all data and download" but still have the gap what am i not understanding about SC and the continuous contract functionality? thanks