Calendar ASW Enhancement | Weekly Release 10/23/20

Allow user to input the calendar for the incoming future pair

As the Future Calendar gets closer to the end of its cycle, traders may want to start looking at the next pair but keep the current pair as the active one.

In this release, an option to enter the calendar roll for the incoming future pair has been added to the Calendar ASW. This way the price of the incoming future will be derived from the back contract minus (-) the calendar roll.

Note: When creating the calendar, there will be a pop up to warn the calendar is not in the current cycle. Click “OK” to disregard the pop up.