Contracts and instruments
Replication issues caused by contract rollovers or instrument-specific behaviour.
2 articles
Why did replication fail during a futures contract rollover?Replication failures during rollover periods are caused by a timing mismatch between brokers — one platform has rolled to the new front-month contract while another has not.
Why is replication failing for one instrument but not others?How to diagnose instrument-specific replication failures caused by prop firm restrictions, contract size limits, or broker rejections.