Support Board

Date/Time: Fri, 26 Apr 2024 15:56:48 +0000

Post From: Problem with rolling over from June to Sept. contract using volume based option

[2014-06-12 23:31:04] Link To Thread - Link To Post [Go To First Post]
Shelby Cobra - Posts: 22
For years i have manually rolled my Equities Contracts on the beginning of Friday's trading day (6pm EST), being that the volume switch from the old contract to the new contract usually happens about friday morning. My problem is when using the [CV] volume based option for rolling the contract, it puts Sept. data for Thursday's trading, when on thursday June is still the volume leader all day. I tried to using all the other options (date rule, CBV, CB) and all still roll the chart beginning of thursday, shouldn't [CV- volume based rollover] be on friday or when volume switches friday morning? Basically all i'm looking for is when i roll my contracts from June to Sept., on the beginning of friday's trade day, i want it to keep thursdays data of the June contract. Is this possible? Thank you for time in this matter.