Support Board
Date/Time: Tue, 31 Mar 2026 07:04:54 +0000
Post From: Replay and rollover for futures contracts
| [2026-03-30 15:57:56] |
| Cdubbs - Posts: 2 |
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Hi, I am trying to use replay on futures contract GCJ26 i've actually tried it across all continuous contracts options. The issue is I'm getting fills on GCM26 in Trade Activity Log. ive tried setting the front month to GCM6 (the active month), and about every iteration you can imagine. The contract just rolled over so I can understand some overlap. Im using the denali data feed. Im sure its something simple but cant seem to figure it out. Thanks
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