Support Board

Date/Time: Sun, 06 Oct 2024 11:12:09 +0000

Post From: Auto Rollover based on volume

[2014-12-28 15:43:38] Link To Thread - Link To Post [Go To First Post]
User35326 - Posts: 57
SC: I don't see an option to do the rollover based upon volume? For example, If I would like to do the roll from TFZ4 to TFH5 when the volume becomes higher in the H contract. If the total volume in Z is 50,000 for a given day and the total volume is 58,000 in H, then at the beginning of the next trading day, in this example it would be at 20:00 eastern since that is when the TF trading day begins, the software would do the auto roll "based on volume" since I have checked that option. I thought this is what was happening before but from your posts above, I was incorrect. Is there a way to do this auto roll based on volume now? If not, I think this would be a great feature to add on the next release. Thanks.