QM stupid question

Discussion in 'Financial Futures' started by Avid_Consumer, Mar 2, 2006.

  1. i always thought QM traded until 1430 then reopened at 1515, but it looks like something funny is happening with it today, can anyone confirm or am i missing something i should know

    in tws, the close price was updating until a few mins ago but there are no bid or ask

    in tradestation, there's a spread and it was also updating until a few mins ago.

    shouldn't it normally be trading right now, or did the hours change? this is april 06 qm

  2. k, now its back. from ts chart, looks like the freeze is now 1530-1550. wierd
  3. Surdo


    Mine resumed at 2:15 ET.
  4. anyone having trouble with QM charts not updating in TS this morning?
  5. spoofy


    nah its been fine for me..
  6. kind of incredible experience with tradestation today. @QM, the continuous contract symbol rolled forward after trading on friday, then fridays data rolled back to the prev contract again today

    it triggered a fairly expensive losing long trade for me this morning that in retrospect is not represented in Tradestations symbol. can anybody explain how TS rolls the QM symbol forward?

    look at crude lol. some freaking accident! christ guys
  7. Surdo


    The continuous contract should not be "rolled" until today's opening.

    I never trust using the continuous to trigger automated strat's anywhere near rollover.
  8. here's exactly what happened, on friday after mkt close, TS retroactively rolled fridays data forward to the May contract. As of this morning, friday was still displaying as the May contract. Then, mid-morning, TS again retroactively rolled Friday's data BACK to the April contract.

    I took a $1200 non-systematic loss today because of a signal that dissapeared when TS changed the data back mid-day today. Not automated, but based on data that switched back and forth a few times during the trading day.

    what is the exact rule you use for QM roll? why today and not friday
  9. Surdo


    You are asking for trouble by using a continuous contract on Expiration day.

    $1200 is a fairly inexpensive lesson.

    Sorry about your loss.
    Get long K's right here for a quick short cover bounce.