OK I see. Thanks a lot for your clarification! On Dec 11, 2:19 pm, Eugene Kononov <[email protected]> wrote: > > 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.
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