Support Board
Date/Time: Sat, 05 Jul 2025 17:11:16 +0000
Post From: rollover question
| [2015-03-13 01:25:12] |
| joshtrader - Posts: 519 |
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So for ES I have the rollover rule "Number of Calendar Days Before Friday Count Within Contract Month." I set the number of calendar days to 7, and the Friday count to 3. This should begin the rollover on trade date of Friday, March 13, which began today at 6pm ET. However, with this date rule in place, I am getting the new contract (ESM5) data for trade date Thursday, March 12. This is not correct, is it?
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