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Rollover offset is wrong

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    Rollover offset is wrong

    Today(Thursday)'s settlement price for 6E 09-17 was 1.19145, and for 6E 12-17 was 1.19715 (from CME). So the rollover offset should be 1.19715-1.19145 = 0.0057.

    However, NT8 gives 0.00545 instead. I checked 1D charts for both contracts, close price for September contract is 1.19145, but the price for the December contract is 1.1969 instead.

    I think the offset should be based on settlement price from CME, correct? Will NT8 update the price on its server tomorrow morning? (I'm in Chicago).

    Thanks,

    Jack

    #2
    Hello Jack,

    I have an offset value of 0.00545 loaded as well which does not change. I do not see a gap between yesterday's and today's session when I create a 6E 12-17 chart. Do you have a gap in the 6E 12-17 chart at the last session break?

    You could change the rollover date manually if you like. Go to Control Center-->Tools-->Instruments. Double click the 6E futures. Scroll to the bottom and click 'Contract months'. Select the 12-17 expiry month and change the offset value as you like.

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