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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Nymex QBZ#C roll date adjustment

Author	Topic: Nymex QBZ#C roll date adjustment (5 messages, Page 1 of 1)
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: May 3, 2016 08:57 PM Msg. 1 of 5 Pls adjust the roll date for Nymex QBZ#C to 1 day earlier than expiry. Rolling on the expiry day leaves no tradable data for that day and screws up the roll. You implemented this roll 1 day earlier request a couple years ago to the ICE gasoil and brent contracts so that there could be tradable data prior to the roll as the expiry. Since this is the nymex brent contract which mirrors the ice contract i see no reason not to make this change asap. many thanks
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: May 3, 2016 09:01 PM Msg. 2 of 5 http://forums.iqfeed.net/index.cfm?page=topic&topicID=3747 pls reference DTN support's reply message #14 which makes the change. Edited by boze man on May 3, 2016 at 09:02 PM
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: May 4, 2016 11:43 AM Msg. 3 of 5 We are looking into your request to have the roll date on QBZ#C moved to 1 day prior to the expiration date. Stephen Shockey \| Telvent DTN LLC \| Trading Markets \| United States \|Customer Service Technical Support Email: support@iqfeed.net
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: May 4, 2016 01:42 PM Msg. 4 of 5 The Front Month roll date for QBZ#C has been adjusted to 1 business day prior to the expiration date. It will take effect overnight and be valid for the next expiration. Stephen Shockey \| Telvent DTN LLC \| Trading Markets \| United States \|Customer Service Technical Support Email: support@iqfeed.net
boze man -Interested User- Posts: 37 Joined: Oct 25, 2012	Posted: May 4, 2016 05:02 PM Msg. 5 of 5 thanks!