>
> "Switching Contract fromCL-201306to CL-201305"
>
>  
I noted this entry from the 'EventReport' and it puzzled me too. It should 
read:
 

> "Switching Contract from CL-201305 to CL-201306"
>
>  
I looked at the code and found no error at first sight.
 
Let's see what it says when the contract changes again next Monday May 20 
to the July 2013 contract. Yesterday Friday May 17 TWS popped up a window 
saying that it will close open June contracts on Monday May 20 as they will 
expire soon.
 
All I can say is: JBookTrader is not checking liquidity as a means to swich 
contracts but follows a fixed schedule to do so. This schedule is 
implemented for ES and CL but not yet for other futures contracts.
 
 
 
 
 
 

 

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