Hi there,
I'm conducting futures rollover studies across a variety of futures and need to determine if the current trading day is the last day of the contract. Because MC.net has code to calculate a variety of rollover rules through the custom instrument creation - I'm hoping to leverage that code.
Is this available? I see nothing in the help about it......
With kind regards,
MK
Does the API allow access to futures rollover code?
- Henry MultiСharts
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Re: Does the API allow access to futures rollover code?
Hello MidKnight,
The custom futures Symbol Code is usually stored in the custom futures instrument description.
The custom futures Symbol Code is usually stored in the custom futures instrument description.
Re: Does the API allow access to futures rollover code?
MC.net has written code to calculate which date are rollover dates - I want access to that code via the API.
I'm asking if there is anything in the API that allows me to detect when the rollover date is for a specific custom futures symbol. In my system code, I want to test a variety of ideas centered associated with rollover operations.
I'm asking if there is anything in the API that allows me to detect when the rollover date is for a specific custom futures symbol. In my system code, I want to test a variety of ideas centered associated with rollover operations.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Does the API allow access to futures rollover code?
MidKnight,
At the moment there is no way to access this information from the code.
At the moment there is no way to access this information from the code.