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Referencing 2nd Expiry and Roll dates.

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    Referencing 2nd Expiry and Roll dates.

    Is there a way to reference the second expiry month of a contract without explicitly defining it.

    Also is there a way to reference the Roll dates stored in the Instrument Manager for the individual contracts?

    I am looking for a good way to handle positions over rolls.

    #2
    GKonheiser, there would unfortunately not be a direct supported way in NinjaScript to arrive at those values, however a community member has shared his works on this topic that would likely be useful in your works as well - http://www.ninjatrader.com/support/f...ollover&desc=1

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