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»Forums Index »Archive (2017 and earlier) »Data and Content Support »@EU# rollover. When and why
Author Topic: @EU# rollover. When and why (5 messages, Page 1 of 1)

wilkinsw
-Interested User-
Posts: 3
Joined: Jun 13, 2013


Posted: Jun 13, 2013 07:23 AM          Msg. 1 of 5
Hi,

Can you tell me when your @EU#C automatically rolls to September as the front month? What are your rules for the roll (volume based, time based etc)?

Could you tell me how I could achieve this manually? Ie a @EU#C with September as the front month?

I currently use your feed with multicharts.

Kind regards,

Will

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Jun 13, 2013 08:35 AM          Msg. 2 of 5
Will
the @EU#C will roll at end of session today and will display the next contract at start of new session.
it is set by time to roll 2 trading days prior to experation.

We do have the rules for the contracts on our web site www.iqfeed.net under the symbol guide

STEVEH
-Interested User-
Posts: 2
Joined: Jun 18, 2013


Posted: Jun 18, 2013 07:05 AM          Msg. 3 of 5
Loren,
I understand that the EU rolls over 3 days prior to contract month expiration. I went to the symbol part of the website, but have not found where this information is.
I trade future currencies, energies, grains, indices, metals, interest instruments etc. Is there a pdf file that contains DTN IQ's procedure for contract roll overs? Thanks.

STEVEH
-Interested User-
Posts: 2
Joined: Jun 18, 2013


Posted: Jun 18, 2013 07:07 AM          Msg. 4 of 5
sorry meant to type 2 days

LonnieS
-King of IQ Development-
Posts: 127
Joined: Jun 2, 2004


Posted: Jun 18, 2013 07:42 AM          Msg. 5 of 5
Roll rules can be diffrent for each commodity, so we list them by commodity root.

On the IQFeed.net Symbol Guide page (http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed) there is a box listing Future exchanges, click on an exchange link and the commodity roots for that exchange will be listed with roll rules for each.

Lonnie Shumate
Development Manager, IQ Systems
Telvent DTN
 

 

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