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Most of the popular contracts roll on a specific day. For example, the
stock indices, SP, ES, ND, NQ, etc., roll at the pit (day session)
opening on Thursday, the day before the second Friday of the month. For
continuous daily contracts, you'd use the pit close on Wednesday, the
day before that. Here's some EL code for that Wednesday.
{Function: SpLastDay}
splastday = false;
if dayofweek(d) = 3 then begin
if dayofmonth(d) <= 12 then begin
if dayofmonth(d) >= 6 then begin
if mod(month(d),3) = 0 then splastday = true;
end;
end;
end;
--
Dennis
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