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Published 20 hours ago • verified publisher icon robcarver17

Rollconfig of NASDAQ_mini

Open oldirtybasti opened this issue 11 months ago • 0 comments

Hi there,

might be a minor issue, but I think the roll config of NASDAQ_mini is wrong:

NASDAQ_mini,HMZ,-5,1,HMZ,18

According to https://www.cmegroup.com/markets/equities/nasdaq/e-mini-nasdaq-100.contractSpecs.html it has quarterly contracts, so the roll config should be:

NASDAQ_mini,HMUZ,-5,1,HMUZ,18

oldirtybasti avatar Mar 24 '24 21:03 oldirtybasti