CL rollover rule question

NexusFi · 2014-03-29T12:55:26-04:00

Can the Nymex CL expiry rule be created correctly in SC under the 'global symbol settings' rollover rule section? I am trying to recreate the nymex expiry rule correctly and then have the rollover rule 3days prior to that date...It seems like the last sentence in the below nymex expiry rule is the problem for SC? Trading in the current delivery month shall cease on the third business day prior to the twenty-fifth calendar day of the month preceding the delivery month. If the twenty-fifth calendar …

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Updated March 29, 2014

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CL rollover rule question

March 29th, 2014, 12:55 PM	#1 (permalink)
boze man South Jersey Elite Member Experience: Advanced Platform: Sierra Broker: IB Trading: ES, CL Posts: 98 since Apr 2011 Thanks Given: 21 Thanks Received: 62	Can the Nymex CL expiry rule be created correctly in SC under the 'global symbol settings' rollover rule section? I am trying to recreate the nymex expiry rule correctly and then have the rollover rule 3days prior to that date...It seems like the last sentence in the below nymex expiry rule is the problem for SC? Trading in the current delivery month shall cease on the third business day prior to the twenty-fifth calendar day of the month preceding the delivery month. If the twenty-fifth calendar day of the month is a non-business day, trading shall cease on the third business day prior to the last business day preceding the twenty-fifth calendar day. Thanks

Last Updated on March 29, 2014