I'm using +CL# (IQFEED) to get the front month for CL. However, it's now quoting the March (CLH4) contract even though the last trade for February (CLG4) is not until 1/21/2014. Shouldn't +CL# be quoting CLG4?

http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_product_calendar_futures.html

a2trader 

I'm using +CL# (IQFEED) to get the front month for CL. However, it's now quoting the March (CLH4) contract even though the last trade for February (CLG4) is not until 1/21/2014. Shouldn't +CL# be quoting CLG4? https://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_product_calendar_futures.html

Hi @a2trader,

Thanks for posting this. I don't receive notification of posts or questions with “IQFeed” referenced, and while the NexusFi (formerly BMT) community is very knowledgeable, any answers you might receive to your question about IQFeed are at best an educated guess. There will be much quicker response if in the future members either post in IQFeed AMA, PM me, or email me. Even better, members can contact Support directly 24/7 @ [email protected].

It looks like we have an issue, I am forwarding this to our Market Data Integrity staff for their input and will advise ASAP.

Robert

I contacted IQFEED. They rollover CL 3 days prior to the Last Trade Day.

a2trader 

I contacted IQFEED. They rollover CL 3 days prior to the Last Trade Day.

Thanks again. IQFeed continuous contracts roll 3 business days prior to expiration, so Feb CL expiration of 1/21 means that IQFeed continuous rolls to Mar today.