Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »POLLS & SURVEYS »Continuous Contract Roll Process
Author Topic: Continuous Contract Roll Process (7 messages, Page 1 of 1)

Poll:
Roll when Previous Volume is greater on the next contract (Front Month is contract with greatest Volume):
12 (80%)
Roll on Expiration Date:
2 (13%)
Other (Please describe with a new post):
1 (7%)
Roll when Open Interest is great on the next contract (Front Month is contract with greatest Open Interest):
0 (0%)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1736
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jan 10, 2005 09:30 AM          Msg. 1 of 7
What is your preferred method for contract roll processing on front month contracts (continuous contracts)?

Jay Froscheiser
DTN Market Access, LLC.

tradinoncoffee
-Interested User-
Posts: 38
Joined: Dec 9, 2004


Posted: Mar 1, 2005 10:10 PM          Msg. 2 of 7
My charting softward, Ensign Windows, provides a number of choices, but it seems that the 8th of the expiration month is the popular practice

Tradinoncoffee

Lucky
-Interested User-
Posts: 1
Joined: Jul 29, 2006


Posted: Jul 29, 2006 11:20 AM          Msg. 3 of 7
A choice to roll:

1. with volume increase
2. With increase in OI
3. Roll when BOTH OI and Volume increase
4. User defined Roll-date -- i.e. 8 days before contract expiration

jpm
-Interested User-
Posts: 5
Joined: Dec 13, 2012


Posted: Dec 13, 2012 09:30 PM          Msg. 4 of 7
Did you folks ever implement this contract roll improvement? it looks like 80% want it to roll based on volume. CQG rolls this way as well it would be great to implement this.

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011


Posted: Dec 14, 2012 08:09 AM          Msg. 5 of 7
Hello JPM,

We have been working on this project and expect to have a new continuous contract for the grains available in 2013 - but I do not have a specific date yet. Thank you for your interest.

jpm
-Interested User-
Posts: 5
Joined: Dec 13, 2012


Posted: Jan 28, 2013 06:33 PM          Msg. 6 of 7
Todd, it would be best if you folks did this also for energy, softs and index contracts such as the e-mini S&P. It looks like you folks are focusing just on grains for this feature (based on your comment). Other platforms such as CQG roll contracts this way.

Do you know when in 2013 this feature will be available?

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011


Posted: Jan 29, 2013 07:35 AM          Msg. 7 of 7
Hello jpm,

We already have rollover rules for the contracts that you mentioned that are designed to stay in the more active months. We mention the grains above because they still roll on expiration date in IQFeed. If you are interested, you can see the rollover dates on the Symbol Guide pages at www.iqfeed.net - they are listed with the symbols under their corresponding exchange links. Thank you.
 

 

Time: Fri September 22, 2017 3:42 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003