Right, this is a point I overlooked. As we give a trading interval, positions will be closed once a day. Given the fact that no roll-over handling is required, a reselection of the dominant contract would actually be much simpler. It would be sufficient to do it when new data arrives after an outage of the data stream of at least 5 minutes, outside of the trading hours. Having such a reselection handling would be very useful as the problems identified above show. And a system which requires restart only every week is much more useful than if it requires restart every day. (This holds for data gathering at least and probably also for trading.)
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