Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"You have an excellent product !!!!!!" - Comment from Arely
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »POLLS & SURVEYS »Continuous Contract Roll Process
Author Topic: Continuous Contract Roll Process (7 messages, Page 1 of 1)

Poll:
Roll when Previous Volume is greater on the next contract (Front Month is contract with greatest Volume):
12 (80%)
Roll on Expiration Date:
2 (13%)
Other (Please describe with a new post):
1 (7%)
Roll when Open Interest is great on the next contract (Front Month is contract with greatest Open Interest):
0 (0%)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jan 10, 2005 09:30 AM          Msg. 1 of 7
What is your preferred method for contract roll processing on front month contracts (continuous contracts)?

Jay Froscheiser
DTN Market Access, LLC.

tradinoncoffee
-Interested User-
Posts: 38
Joined: Dec 9, 2004


Posted: Mar 1, 2005 10:10 PM          Msg. 2 of 7
My charting softward, Ensign Windows, provides a number of choices, but it seems that the 8th of the expiration month is the popular practice

Tradinoncoffee

Lucky
-Interested User-
Posts: 1
Joined: Jul 29, 2006


Posted: Jul 29, 2006 11:20 AM          Msg. 3 of 7
A choice to roll:

1. with volume increase
2. With increase in OI
3. Roll when BOTH OI and Volume increase
4. User defined Roll-date -- i.e. 8 days before contract expiration

jpm
-Interested User-
Posts: 5
Joined: Dec 13, 2012


Posted: Dec 13, 2012 09:30 PM          Msg. 4 of 7
Did you folks ever implement this contract roll improvement? it looks like 80% want it to roll based on volume. CQG rolls this way as well it would be great to implement this.

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011


Posted: Dec 14, 2012 08:09 AM          Msg. 5 of 7
Hello JPM,

We have been working on this project and expect to have a new continuous contract for the grains available in 2013 - but I do not have a specific date yet. Thank you for your interest.

jpm
-Interested User-
Posts: 5
Joined: Dec 13, 2012


Posted: Jan 28, 2013 06:33 PM          Msg. 6 of 7
Todd, it would be best if you folks did this also for energy, softs and index contracts such as the e-mini S&P. It looks like you folks are focusing just on grains for this feature (based on your comment). Other platforms such as CQG roll contracts this way.

Do you know when in 2013 this feature will be available?

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011


Posted: Jan 29, 2013 07:35 AM          Msg. 7 of 7
Hello jpm,

We already have rollover rules for the contracts that you mentioned that are designed to stay in the more active months. We mention the grains above because they still roll on expiration date in IQFeed. If you are interested, you can see the rollover dates on the Symbol Guide pages at www.iqfeed.net - they are listed with the symbols under their corresponding exchange links. Thank you.
 

 

Time: Thu September 19, 2019 5:40 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003