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Direct MessagesDate/Time: Sat, 27 Apr 2024 04:41:56 +0000
Post From: Symbol Rollover not working as expected
| [2013-06-07 06:12:34] |
| eagle - Posts: 92 |
|
I have the following symbol rollover rule for CME Globex FX and ICE DX futures contracts: Number Of Business Days Before Wednesday Count Within Contract Month Number Of Business Days 7 Wednesday Count Within Contract Month 3 I expect the June 13 contract to rollover on Monday, June 10th. Instead, I'm getting a yellow alert box today, June 7th, stating "Symbol Expired. Click to Perform Rollover." What should I do to get the rollover date to be the 10th, and why? (as suggested here: http://www.cmegroup.com/trading/fx/rolldates.html) Thanks. |