Does the API allow access to futures rollover code?
Posted: Dec 08 2014
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
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