Hello everyone, apologies if this is a naive question, but is there a good way to roll futures contract as they get close to expiration on IB? I'm just manually selling one contract and buying the other at the moment, incurring 2 bid/offer costs and potential slippage if I'm not fast enough. Related - is there an API way of doing the same? Thank you,
Thanks a lot Robert, I toyed with TWS and found their spread screen which is exactly what I needed. Does anyone know whether it's tradeable through the API? Is there some sort of spread "contract" that one can buy/sell?
I'm just unclear on what the functional difference is between what OP is manually doing (buying one, selling another) and a spread.