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» Permanent Continuous Future Contract
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| Author | Topic: Permanent Continuous Future Contract (42 messages, Page 2 of 2) |
 DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jun 3, 2005 04:21 PM
Msg. 31 of 42
That is correct, we had code in place to roll everything, however, there seems to be some contacts that don't conform to the standards we had though. Thus, we will be taking care of the EuroFX the Brandon needed this weekend. if you have a list of other contracts that roll this weekend let me know and we will get them rolled too.
Thanks Jay Froscheiser DTN - Trading Markets |
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Jun 4, 2005 12:39 PM
Msg. 32 of 42
GC @YG @ZG should have already rolled
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Jun 4, 2005 01:00 PM
Msg. 33 of 42
@US @TY also
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donizetti -Interested User- Posts: 14 Joined: May 9, 2004 |
Posted: Jun 8, 2005 06:05 AM
Msg. 34 of 42
Eurex interest rate derivates rolled over & expired (=no more quotes for june contract) at 06:00am EST
BD# BL# EZ# Edited by donizetti on Jun 8, 2005 at 10:04 AM |
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donizetti -Interested User- Posts: 14 Joined: May 9, 2004 |
Posted: Jun 8, 2005 06:16 AM
Msg. 35 of 42
Quote: That is correct, we had code in place to roll everything, however, there seems to be some contacts that don't conform to the standards we had though. Thus, we will be taking care of the EuroFX the Brandon needed this weekend. if you have a list of other contracts that roll this weekend let me know and we will get them rolled too. But the june EUROFX contract still has more volume than the sept. contract. IMO roll over for FX should happen when the sept. contract volume is higher than the june volume.Thanks --- Original message by DTN_Jay_Froscheiser on Jun 3, 2005 04:21 PM |
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bdholmes -Interested User- Posts: 23 Joined: Aug 16, 2004 |
Posted: Jun 8, 2005 06:49 AM
Msg. 36 of 42
Yes, I was misled by this page on CME's site:
http://www.cme.com/trading/prd/fx/rolldates3745.html I am speaking with CME customer support to explain or remove it. Rollover is the first trading day prior to the second Friday of the expiration month (this is usually, but not always, the second Thursday of the month), so this month it is tomorrow (9th of June) I've also spoken with Ed from DTN support, according to him rolling is a one-way process and now that the Euro FX has been rolled to September they can't change it back to June for today, yesterday and Monday. Really this problem occurred because DTN are STILL describing this as a beta service, and have no effective method (volume) of rolling futures contracts, and are instead relying on customers to tell them when to roll. Brendan |
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Jun 8, 2005 08:23 AM
Msg. 37 of 42
Regarding @US @TY
From these pages its obvious where the volume is http://www.cbot.com/cbot/pub/page/0,3181,1391,00.html http://www.cbot.com/cbot/pub/page/0,3181,1413,00.html Yet the symbols @US# and @TY# are still printing June05. So what is it? Automatic rollover whenever volume switches? Or does somebody need to phone somebody? EDIT: this board doesn't like "," in URLs... Copy entire link into browser address bar. Edited by skunk on Jun 8, 2005 at 08:28 AM |
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nsolot -DTN Guru- Posts: 273 Joined: Sep 4, 2004 |
Posted: Jun 8, 2005 08:30 AM
Msg. 38 of 42
Does anyone know (or willing to guess) when index futures (ES, NQ, YM) will roll?
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bdholmes -Interested User- Posts: 23 Joined: Aug 16, 2004 |
Posted: Jun 8, 2005 08:37 AM
Msg. 39 of 42
The CME index futures will roll tomorrow. When the DTN symbols for them will roll is anyone's guess. If you are concerned I would phone DTN.
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Jun 8, 2005 08:39 AM
Msg. 40 of 42
tomorrow 09:30 ET
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derek -Interested User- Posts: 5 Joined: Apr 21, 2005 |
Posted: Jun 13, 2005 08:09 PM
Msg. 41 of 42
QM (E-Mini Oil) Still hasn't rolled. Gives invalid symbol now. Please fix ASAP!!!!
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donizetti -Interested User- Posts: 14 Joined: May 9, 2004 |
Posted: Jun 17, 2005 07:47 AM
Msg. 42 of 42
XG#
EX# SW# expired & rolled today at 07:00am EST BD# still does not work Edited by donizetti on Jun 17, 2005 at 07:47 AM |
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