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new instrument expiration/old strategy expiration

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    new instrument expiration/old strategy expiration

    Hi,
    Is there a method by which we can ensure the strategy changes it's instruments' expiration when we roll to the new front month, or must this be done manually?
    thanks,
    David

    #2
    Hi David, thanks for posting.

    You can run a method like this to get the next expiry for an instrument:
    Pastebin.com is the number one paste tool since 2002. Pastebin is a website where you can store text online for a set period of time.


    Kind regards,
    -ChrisL

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