Continuous Contracts - Roll Method

otcscan

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Joined
Jan 19, 2022
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Could someone please advise how to set up properly auto rollout for futures contracts? I tried various roll parameters in Preferences-Historical Data-Roll Method, but it never works for many contracts in my list - both EUREX and Globex on CQG.
There's also Instruments-Edit-Data-Roll Method (alternatively - right click on chart - Edit Instrument - Data), but it looks to me the setting in global Preferences is not overwriting Roll Method for some contracts (i.e. Use Default checkbox isn't working?) and must be tweaked manually.

Some of EUREX contracts are not included in Instruments-Continuous Futures-Base Symbol list and they do not have Data tab under Edit button in Instruments - must be rolled manually. The issue - for EUREX, was reported more than TWO YEAR AGO and was not addressed. This is not an enhancement request, this is missing core function.
 

nooris

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Jul 30, 2023
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I always manually roll my contracts based on open interest. I use the Pace Of Roll tool on the CME website. Having said that, when I don't manually roll a contract in my watchlist, it will only roll after expiry (which is not what its supposed to do, because the default roll setting for all instruments is before expiry).
 
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