I was looking at the '12-13' and '03-14' Cocoa contracts (symbol 'C') charts (daily data from IQfeed):
Note that the data is not merged.
The December-13 data is available until 2013-12-13 and the next contract volume surpasses the volume of the December contract around November 2013.
In the instrument definition of the cocoa futures the rollover date to the '03-14' contract is 2014-02-10, well after the previous contract is delivered. This situation creates a two month gap in trading.
Am I doing something wrong? Are my rollover dates incorrect?
Thanks,
Denis
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