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Direct MessagesDate/Time: Sun, 05 May 2024 03:45:29 +0000
Post From: Treasury futures - bad roll - ZNZ5 contract bad data at midnight Aug-30/31 (last night)
| [2015-09-01 01:54:35] |
| User71961 - Posts: 144 |
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To "fix" the roll, should i change the open price of Sept, or Dec?
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