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This means that when deciding between the given front and back contracts we just choose the one with the higher volume. Since this method has no knowledge of any other dates, it can potentially flip flop on the current contract from day to day. This means that getting the active contract on a single date needs knowledge of the rolls of surrounding dates.\r\n\r\nThis symptom of seeing flip-flopping rolls could also be seen in history calls due to appending the current contract to the last day here: https://github.com/quantopian/zipline/blob/master/zipline/data/data_portal.py#L811\r\n\r\nThe one-off changes to the dates in the test are a result of https://github.com/quantopian/zipline/pull/1863, which allows contracts to be on active on their auto close date. 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