I have tried differents roll settings, with out luck.
RR roll to 2011.
Rougth Rice Roll
Rougth Rice Roll
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- RR.jpg (67.09 KiB) Viewed 3215 times
Perhaps if you experiment with the rollover settings used by CSI's esteemed competitor, Pinnacle, you might decide that you can tolerate them. Here is part of the rollover list on their website (ref)
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- Pinnacle rollover schedule for Rough Rice, and how to implement it in CSI UA
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With this setting RR (flor trading only) roll as we need, but it has an average volume of 69 contracts.
RR2(floor + electronic) goes straigth to march 2011.
Open interest is correct, with 176 contracts for mar 2011 and 10.000 on may 2010, so this rollover is a mystery.
Anyway, with your example i have learn how to use that pinnacle dates.
Thank you
Update : removing "generate forward" solve the problem on RR2
RR2(floor + electronic) goes straigth to march 2011.
Open interest is correct, with 176 contracts for mar 2011 and 10.000 on may 2010, so this rollover is a mystery.
Anyway, with your example i have learn how to use that pinnacle dates.
Thank you
Update : removing "generate forward" solve the problem on RR2
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- Roundtable Knight
- Posts: 2071
- Joined: Fri Apr 25, 2003 3:33 pm
- Location: London
- Contact: