ReferencesCommonInstrumentMasterInstrument

RolloverCollection

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Definition

Indicates the rollovers that have been configured for the Master Instrument properties used in for futures.

Syntax

Bars.Instrument.MasterInstrument.RolloverCollection

Property Value

A RolloversCollection configured for the current instrument.

Possible values are:

ParameterDescription
ContractMonthA DateTime structure representing the expiry month of a futures contract
DateA DateTime structure representing the date of the rollover
OffsetA double value representing the number of points between contracts

Examples

foreach(var rollover in Bars.Instrument.MasterInstrument.RolloverCollection)
{
     Print(rollover.ContractMonth);
     Print(rollover.Date);
     Print(rollover.Offset);
}