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Does the API allow access to futures rollover code?

Posted: Dec 08 2014
by MidKnight
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

Re: Does the API allow access to futures rollover code?

Posted: Dec 09 2014
by Henry MultiŠ”harts
Hello MidKnight,

The custom futures Symbol Code is usually stored in the custom futures instrument description.

Re: Does the API allow access to futures rollover code?

Posted: Dec 09 2014
by MidKnight
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.

Re: Does the API allow access to futures rollover code?

Posted: Dec 10 2014
by Henry MultiŠ”harts
MidKnight,

At the moment there is no way to access this information from the code.