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pb1234 has contributed to 1 posts out of 21196 total posts (0.00%) in 1,878 days (0.00 posts per day).

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New IQFeed Forum » info on continuous contracts Mar 31, 2019 08:33 AM (Total replies: 1)

Hi

I am planning to use IQFeed to get data into NT.

Where do I find information about the rollover information continuous contracts such as ES #C. When does the contracts rollover and is there any particular time the contracts are assumed to be rolled over.

Also, it is possible to view customized rollover , e.g. is the standard is to rollover 8 days before maturity and I want to rollover 9 days before maturity, is there any such mechanism?
Edited by pb1234 on Mar 31, 2019 at 08:42 AM


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