Support Board

Date/Time: Sun, 12 May 2024 12:46:12 +0000

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

[2015-04-17 10:46:29] Link To Thread - Link To Post [Go To First Post]
i960 - Posts: 360
I understand what you're saying as I also rollover to the next contract myself a few days before the actual expiration but my point here is the existing options won't work for this contract. Literally just taking the "before month" version and providing an "in this month" version would make it behave correctly.