> JBT switched to the ES March 2010 contract, although the December 2009 > contract has not expired. > Is this by random or does JBT 8 days before expiration switch to the > next contract? >
JBT acted as designed. Although the December 2009 contract has not yet expired, it has rolled over to the March 2010 contract, meaning that the daily volume of traded Dec 2009 contracts has exceeded the number of the Mar 2010 contracts. Take a look at the comments in MostLiquidContract.java. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
