Roll Info on order generation
Roll Info on order generation
Does anyone meet a problem that the delivery month in the data has rolled but the roll info does not remind rolling the contract?
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- Roundtable Knight
- Posts: 2038
- Joined: Wed Oct 06, 2004 10:52 am
- Location: San Marcos, CA
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.
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.
- Attachments
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- CSI UA Futures Contract Roll Report 20140613
- CSI UA Futures Contract Roll Report 20140613.png (277.81 KiB) Viewed 3757 times