you need to adjust your roll for ice gasoil to at least 1 day prior since it expires within the trade day...my continuous contract is still keying off of the dec contract even tho it is expired so no data presently

take a look at EPI# and EPI#C

if possible can you make the ice brent and gasoil roll based on volume or at least a prior day

thanks

as you can see the EPI# is still on trade date 11dec

boze man
What we have on our system right now, the EPI# rolls on the Experation date at the end of that session.
The contract expired on 12/12/2013 at 1800 EST.
The new session started at 2000 EST, now the continuous contract will display the January contract.

i understand that but have u looked at the data?...the contract expires mid day london so no data all day yday...compare a jan to the continuous on both a daily and intraday basis and u will see the continuos contract does not update after 0500cst since the dec went off the board

basically on an intraday basis the contract stops at 0500cst and then rolls on the reopen at 1900cst ...so NO data from 0500cst till the new day starts

u should consider rolling gasoil at least a day early (same with brent)

boze man
I can see what you are talking about on the data. I will escalate this to the appropriate department to see what can be done.

u also need to roll brent a day early as it expires today @ 1030cst so now the continuous contract does not trade for rest of day...

take a look

Boze man
Yes, I have that on the list.

Jan gasoil expires on jan10 any update?

boze man
they are still looking at this issue. I just do not have a ETA at this time.

what is there to look at? they need to move it a day prior otherwise the continuous contracts are useless to look at...at least in the short term they should change it
Edited by boze man on Jan 10, 2014 at 08:50 AM

Boze man
We understand your frustration and we do see the issue. We have escalated it and are working on resolving this issue.

Feb12 is Gasoil expiry and Feb13 is Brent so any update on this?

boze man;

The change has been implemented and both contracts will roll a day prior to contract expiration. We appreciate your patience with this issue. Thank you for your business.

Sincerely
Mike Driscoll
DTN

Thanks

Since GAS has replaced EPI you will need to change the roll date for GAS to 1 day prior to expiry. Thanks
Edited by boze man on Jan 9, 2016 at 01:09 PM

you also need to roll the CME Nymex BZ contract with the same rules as the ICE Brent contract.
Thanks

Please email us at support@iqfeed.net with your IQ Feed user ID so that I can put in a customer request to have the roll rules for those contracts changed. Thank you.

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Stephen Shockey Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
Edited by DTN_Stephen on Jan 18, 2016 at 09:45 AM