Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Thu, 16 May 2024 03:16:13 +0000
Post From: Please fix White Sugar and London Cocoa rollover specs
| [2016-08-31 20:42:05] |
| i960 - Posts: 360 |
|
W has no rollover and the existing methods do not quite fit. Also, every time I do a symbol update my own setting gets wiped. C has the wrong rollover method. For W, the only thing I could fit that's reasonably accurate: First Notice Day
Fifteen calendar days preceding the first day of the delivery period (if not a business day then the first business day following). Delivery period is the specified delivery month and the following delivery month. Last Trading Day Sixteen calendar days preceding the first day of the delivery month at 17:55 (if not a business day then the first business day immediately preceding) <rollover-method>Method1</rollover-method>
<rollover-input-1>12</rollover-input-1> However, simply adding another rule that is "Number of Calendar Days Before Contract Month" would allow W to be 100% accurate as well. For C, this is accurate: First Notice Day
The business day immediately following the last trading day Last Trading Day Eleven business days immediately prior to the last business day of the delivery month at 12:00 <rollover-method>Method11</rollover-method>
<rollover-input-1>11</rollover-input-1> |