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Date/Time: Mon, 29 Apr 2024 08:02:16 +0000



[Programming Help] - Rollover help

View Count: 454

[2020-06-10 01:07:45]
User731023 - Posts: 128
Is there a best time to do rollover? (On ES futures)
Speaking specifics as in time not just days. (Wednesday midnight,or 12:01,Thursday before the open at 9:30 EST, Etc.)

I am sure it is my data provider, but the last several have been off.
I had no trouble fixing it before.

The way to adjust has changed and I can not get it to adjust anymore.
Believe me, I have tried....

Thanks
Date Time Of Last Edit: 2020-06-10 01:08:28
[2020-06-11 19:39:56]
Programming_autotrading_phonesup - Posts: 59
Try Volume Based Back Adjusted Rollover

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