rolling principle futures

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    EG
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    Junior

    Hi all, does anybody know how/when prorealtime rolls futures into the next month on the contination (full) charts? For example a future on a commodity that is expiring march 2020 you can open the chart only0320, or the full0320 (XXX). The full 0320 should give you the continuation chart of the product, meaning you can view the full history of the product. For prorealtime to show the full chart, they need to roll previous months before expiration to build up the continuation chart with full history. Usually the charts roll whenever the open interest in the month that expires first is smaller compared to the second month (which than usually has the biggest open interest). Is important to understand the rolling principle as it affects all the indicators on the charts. Anybody able to clarify? many thanks.

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rolling principle futures


General Trading: Market Analysis & Manual Trading

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EG @erjen_groen Participant
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Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 01/29/2020
Status: Active
Attachments: No files
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