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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Ice Gasoil continuous contract rollover

Author	Topic: Ice Gasoil continuous contract rollover (18 messages, Page 1 of 1)
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Dec 12, 2013 08:04 AM Msg. 1 of 18 you need to adjust your roll for ice gasoil to at least 1 day prior since it expires within the trade day...my continuous contract is still keying off of the dec contract even tho it is expired so no data presently take a look at EPI# and EPI#C if possible can you make the ice brent and gasoil roll based on volume or at least a prior day thanks
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Dec 12, 2013 03:21 PM Msg. 2 of 18 as you can see the EPI# is still on trade date 11dec
DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004	Posted: Dec 13, 2013 10:03 AM Msg. 3 of 18 boze man What we have on our system right now, the EPI# rolls on the Experation date at the end of that session. The contract expired on 12/12/2013 at 1800 EST. The new session started at 2000 EST, now the continuous contract will display the January contract.
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Dec 13, 2013 10:11 AM Msg. 4 of 18 i understand that but have u looked at the data?...the contract expires mid day london so no data all day yday...compare a jan to the continuous on both a daily and intraday basis and u will see the continuos contract does not update after 0500cst since the dec went off the board
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Dec 13, 2013 10:14 AM Msg. 5 of 18 basically on an intraday basis the contract stops at 0500cst and then rolls on the reopen at 1900cst ...so NO data from 0500cst till the new day starts u should consider rolling gasoil at least a day early (same with brent)
DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004	Posted: Dec 13, 2013 01:58 PM Msg. 6 of 18 boze man I can see what you are talking about on the data. I will escalate this to the appropriate department to see what can be done.
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Dec 16, 2013 10:43 AM Msg. 7 of 18 u also need to roll brent a day early as it expires today @ 1030cst so now the continuous contract does not trade for rest of day... take a look
DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004	Posted: Dec 16, 2013 03:34 PM Msg. 8 of 18 Boze man Yes, I have that on the list.
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Jan 8, 2014 12:59 PM Msg. 9 of 18 Jan gasoil expires on jan10 any update?
DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004	Posted: Jan 8, 2014 03:08 PM Msg. 10 of 18 boze man they are still looking at this issue. I just do not have a ETA at this time.
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Jan 10, 2014 08:49 AM Msg. 11 of 18 what is there to look at? they need to move it a day prior otherwise the continuous contracts are useless to look at...at least in the short term they should change it Edited by boze man on Jan 10, 2014 at 08:50 AM
DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004	Posted: Jan 10, 2014 12:42 PM Msg. 12 of 18 Boze man We understand your frustration and we do see the issue. We have escalated it and are working on resolving this issue.
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Feb 5, 2014 11:45 AM Msg. 13 of 18 Feb12 is Gasoil expiry and Feb13 is Brent so any update on this?
dtn mike driscoll -Active Trader Management- Posts: 75 Joined: Dec 20, 2004	Posted: Feb 5, 2014 01:24 PM Msg. 14 of 18 boze man; The change has been implemented and both contracts will roll a day prior to contract expiration. We appreciate your patience with this issue. Thank you for your business. Sincerely Mike Driscoll DTN
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Feb 10, 2014 08:08 AM Msg. 15 of 18 Thanks
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Jan 9, 2016 01:09 PM Msg. 16 of 18 Since GAS has replaced EPI you will need to change the roll date for GAS to 1 day prior to expiry. Thanks Edited by boze man on Jan 9, 2016 at 01:09 PM
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: Jan 15, 2016 08:40 AM Msg. 17 of 18 you also need to roll the CME Nymex BZ contract with the same rules as the ICE Brent contract. Thanks
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Jan 18, 2016 09:43 AM Msg. 18 of 18 Please email us at support@iqfeed.net with your IQ Feed user ID so that I can put in a customer request to have the roll rules for those contracts changed. Thank you. Stephen Shockey Trading Markets \| United States \|Customer Service Technical Support Email: support@iqfeed.net Edited by DTN_Stephen on Jan 18, 2016 at 09:45 AM