COPPER-mini (and friends) roll config

[js190]

Howdy,
I'm battling through splicing new IB data onto multiple prices, I'm almost there but I'm noticing a few roll oddities. There are quite a few cases (e.g. BUTTER, CHEESE, CNH) like the following for COPPER-mini:

Your roll cal (extracted from repo multiple prices):

DATE_TIME,current_contract,next_contract,carry_contract
2022-01-18 17:00:01,20220300,20220500,20220500
2022-03-08 18:00:01,20220500,20220700,20220700
2022-05-23 17:00:02,20220700,20220900,20220900
2022-05-31 17:00:00,20220900,20221200,20221200

My auto generated one from IB recent data:

DATE_TIME,current_contract,next_contract,carry_contract
2021-12-29 23:00:00,20220100,20220300,20220300
2022-02-25 23:00:00,20220300,20220500,20220500
2022-04-28 23:00:00,20220500,20220700,20220700

So there's quite a jump there, what would

I'm inclined to fudge the generated cal to this:

DATE_TIME,current_contract,next_contract,carry_contract
2021-12-29 23:00:00,20220100,20220300,20220300
2022-03-08 18:00:01,20220500,20220700,20220700
2022-05-23 17:00:02,20220700,20220900,20220900
2022-05-31 17:00:00,20220900,20221200,20221200

But i'm surely things will complain?

[robcarver17]

It will work as long as you have syncronised prices on those dates.

[js190]

@robcarver17 I'm interested in the reasons for your deviation to the roll schedule, is it a similar situation as EDOLLAR you described yesterday?

[robcarver17]

Yup

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