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Future Calendar Roll Enhancement | Weekly Release 9/25/20

Added a flag to turn on/off the roll adjustment for generic future contracts

Traders can now toggle their roll adjustment settings in the Future Calendar Roll sheet.

To turn on roll adjustment click the new “Preferences” drop-down then click “Graph” and check “Roll Adj for Generic”. This flag is also tied to the Sprd/Bfly.

Not checking the “Roll Adj for Generic”, traders will have historical data without any roll adjustment, and it will cause the time series to have jumps on the roll date. To avoid jumps and have a smoother graph, “Roll Adj for Generic” must be checked.


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