I'm trying to create a continuous contract for the oil emini QM. I've searched and couldn't find any other reference to this particular contract. It has a bit of a weird expiration calendar but, I think, I figured out how to define it.
Here is the description of the contract roll from nymex:
"Trading terminates at the close of business on the third business day prior to the 25th calendar day of the month preceding the delivery month."
And here's how I defined my roll template:
When I try to bring up QM 1! I only get data for today and the chart appears active, but the status box says "Receiving..." forever (okay, for the past 30 minutes). I tried changing time templates but nothing seems to work.
What have I done wrong?
Here is the description of the contract roll from nymex:
"Trading terminates at the close of business on the third business day prior to the 25th calendar day of the month preceding the delivery month."
And here's how I defined my roll template:
When I try to bring up QM 1! I only get data for today and the chart appears active, but the status box says "Receiving..." forever (okay, for the past 30 minutes). I tried changing time templates but nothing seems to work.
What have I done wrong?
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