Roll Info on order generation
Posted: Fri Jun 13, 2014 3:13 pm
Does anyone meet a problem that the delivery month in the data has rolled but the roll info does not remind rolling the contract?
Trading Blox will inform of contract rolls. It uses the Delivery-Month feature in CSI's Unfair Advantage to track when the contract is going to roll. Unfair Advantage also has a feature that will allow you to generate a roll report for the period ahead.
Feature allows roll timing for one or more Futures portfolios. Image below show next roll details for the contracts in a single portfolio. Image is also reduce 15% to make it fit the web page.