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SPI rollover dates

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    SPI rollover dates

    Hi,
    I have a suggestion regarding the rollover dates of the SPI future (Australian Index Future). The rollover dates are way to early. There is no volume in the market for the suggested rollover dates. Maybe you want to adjust them to the day before expiration?
    I know that I can do this on my own in NT but I am having issues with the IB connection and I have to reset my instruments every now and then. It is just tiring to adjust the rollover dates manually every time...
    Thanks

    #2
    I agree that the roll date for SPI 03-21 of December 10th missed the mark on the volume (which seemed to roll on the 14th or so). The Product Management Team will be adjusting the roll dates to more closely match the volume switch from one contract to another.

    These changes should be live no later than tomorrow. Simply restart NinjaTrader to have these changes applied on your end.

    Comment


      #3
      Thanks Patrick for the quick help!

      Comment

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