Support Board

Date/Time: Mon, 13 May 2024 09:59:40 +0000

Post From: Unable to accurately set rollover rule for ICE Gasoil

[2015-04-16 22:58:15] Link To Thread - Link To Post [Go To First Post]
i960 - Posts: 360
The closest thing is this: Number Of Business Days Before Business Calendar Day in Contract Month However that's not quite right. The official spec is this: LAST TRADING DAY Trading shall cease at 12:00 hours, 2 business days prior to the 14th calendar day of the delivery month. https://www.theice.com/products/34361119/Low-Sulphur-Gasoil-Futures/specs What is needed here is this: Number Of Business Days Before Number of Calendar Days in Contract Month The only thing similar to that now is: Number Of Business Days Before Number of Calendar Days Before Contract Month But that's obviously a month off.