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Rollconfig of NASDAQ_mini #1358

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oldirtybasti opened this issue Mar 24, 2024 · 0 comments

oldirtybasti commented Mar 24, 2024 •

edited

Hi there,

might be a minor issue, but I think the roll config of NASDAQ_mini is wrong:

NASDAQ_mini,HMZ,-5,1,HMZ,18

According to https://www.cmegroup.com/markets/equities/nasdaq/e-mini-nasdaq-100.contractSpecs.html it has quarterly contracts, so the roll config should be:

NASDAQ_mini,HMUZ,-5,1,HMUZ,18

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