Roll method
DerivativesAlso called: Roll rule, Roll date
The rule a data vendor uses to decide when a continuous series stops following one futures contract and starts following the next — on expiry, a fixed number of days before it, or when volume and open interest migrate.
In plain terms
A second undisclosed choice on top of the adjustment method. It changes which sessions appear on your chart at all, so two platforms can disagree about the candles as well as the levels.