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> btw liquidity is a concern in tonights 2nd session E mini
> March contracts
liquidity is always a problem during the night emini session but, if you
plot tick volume charts for h9 and m9, you will see that the rollover
happens at exactly 8:30 cst tomorrow (thursday) morning.
ps - let's see if interactive brokers gets it right this time. last
quarter they were a day late rolling their quote page. :-)
--
Dennis
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