similar to R|Trader feature, there would be dedicated contracts with automatic roll e.g.
GC for Front Month for GC - GCZ7
CL for Front Month for CL - CLU7
6E for Front Month for 6E - 6EU7
Automatic roll is performed when on a trading day any further in future contracts has higher volume traded than current contract used in Front Month contract for that same trading day, then on the next trading day we will set highest volume contract to be the front month contract.
e.g. if GCV7 has a trading day in which it has higher volume traded than GCU7 for that same trading day, then on the next trading day we will set GCV7 to be the front month contract.
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