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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Bund Rollover

Author	Topic: Bund Rollover (4 messages, Page 1 of 1)
Newhorizon -Interested User- Posts: 6 Joined: Jan 31, 2012	Posted: Sep 6, 2013 03:39 AM Msg. 1 of 4 Hi, Today (Sep 6th) should be the Bund contract rollover. I am using the continuous symbol, And it seems there are major issues with the timing of the data updated on this symbol. from the open, the BD# has traded off the Dec contract (so there was a big gap down), but then when I did historical data re-laod, only tick data was smoothed out, and the min data keeps giving the previous contract data. this is still same now, 2:30 hours after the markwt open. Please expalin when exactly is the continuous front month data updated, and weather there are problems withthis symbol. FESX & FDAX trader
DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004	Posted: Sep 6, 2013 07:52 AM Msg. 2 of 4 Newhorizon The Tick data and other data are adjusted at the same time. If your software stores the data locally on the PC you may need to refresh that data-base.
Newhorizon -Interested User- Posts: 6 Joined: Jan 31, 2012	Posted: Sep 6, 2013 01:37 PM Msg. 3 of 4 I will check that out. can you please explaine when exactly does the BD# symbol roll and does the adjusment backward? As I understand it happened today right at the open (cause half an hour before the open I tried downlaoding the data and it was still of sep contract)? also this is not alinged with the desctiption of this symbol's rollover as noted in the DTNIQ website. over there it is written that the BD# Rolls 1 trading days before expiration date, however, the Bund expiration date is at the 10th calander day of the month, and a day before that is this monday (sep 9th), while he symbol rolled today (sep 6th). please help me have some order in this mess... thank you in advance. FESX & FDAX trader
shmuelm -Interested User- Posts: 1 Joined: Oct 29, 2013	Posted: Oct 29, 2013 11:16 AM Msg. 4 of 4 to newhorizon, if you trading on BD# send e-mail to me : shmuelm68@walla.com