ICE Rollover

[atlas]

Anybody figure out how to do an ICE rollover for futures:

https://www.theice.com/productguide/productDetails.do?productId=254&productTypeId=105

E.g. EB 1!-IP

[ACM]

atlas
If the specifications are applied to the letter I think it should be set up as follows



However this setup does not take into consideration that the 15th day preceeding the 1st day of the delivery month could be a non-banking day (as was for example April 14th) so you may want to try the alternative shown below which should provide a very close approximation and at the same time avoid possible conflicts with holidays
Hope this helps
Alex

[atlas]

Seems ok, thanks.

[atlas]

It seems this formula no longer applies to the new symbology?

[ACM]

atlas
The settings should still be valid however the symbol would need to be replaced with BRN and the exchange extension with ICE. You can find the list of symbols for the Intercontinental Exchange here
Alex

[atlas]

Yeah, I tried that BRN 1!-ICE. Must be something else I'm doing wrong.

[ACM]

atlas
I don't think it is anything you are doing. I just tried it myself and the 1! continuous contracts don't seem to work with the new symbol formats. I'll pass this information on to eSignal's developers
Alex

[Guest]

Atlas,

You and Alex are right about the new symbology. There is though a known bug with the continuous symbols for the new ICE symbols. Software engineers are aware of the issue and hope to be able to fix the bug in the upcoming build. I haven't got a detailed time frame for the release though.

[skippy2222]

Hi All

after speaking to esignal on the phone they called me back and suggested '%BRN 1!-ICE' for the continuation chart for Brent Crude on ICE and it looks like it works.

[Guest]

Paul,

%BRN 1!-ICE is used on the Futuresource range, a product of eSignal. If you are using the eSignal platform, %BRN 1!-ICE will not work. The symbol for the cont. chart on eSignal premier or a higher end eSignal subscription is BRN 1!-ICE, ie. without %.

BRN 1!-ICE does unfortunately not work on eSignal 8.0 or lower. Hopefully the software engineers can correct the bug in the next release.