diff --git a/data/futures/roll_calendars_csv/BTC*SPREAD.csv b/data/futures/roll_calendars_csv/BTC*SPREAD.csv
new file mode 100644
index 0000000000..a1a4190d35
--- /dev/null
+++ b/data/futures/roll_calendars_csv/BTC*SPREAD.csv
@@ -0,0 +1,51 @@
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diff --git a/data/futures/roll_calendars_csv/BTC*SPREAD2.csv b/data/futures/roll_calendars_csv/BTC*SPREAD2.csv
new file mode 100644
index 0000000000..081fe7face
--- /dev/null
+++ b/data/futures/roll_calendars_csv/BTC*SPREAD2.csv
@@ -0,0 +1,51 @@
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diff --git a/data/futures/roll_calendars_csv/BTC*SPREAD2_BIDOFFER.csv b/data/futures/roll_calendars_csv/BTC*SPREAD2_BIDOFFER.csv
new file mode 100644
index 0000000000..081fe7face
--- /dev/null
+++ b/data/futures/roll_calendars_csv/BTC*SPREAD2_BIDOFFER.csv
@@ -0,0 +1,51 @@
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diff --git a/data/futures/roll_calendars_csv/BTC*SPREADBIDOFFER.csv b/data/futures/roll_calendars_csv/BTC*SPREADBIDOFFER.csv
new file mode 100644
index 0000000000..a1a4190d35
--- /dev/null
+++ b/data/futures/roll_calendars_csv/BTC*SPREADBIDOFFER.csv
@@ -0,0 +1,51 @@
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diff --git a/data/futures/roll_calendars_csv/ETH*SPREAD*BIDOFFER.csv b/data/futures/roll_calendars_csv/ETH*SPREAD*BIDOFFER.csv
new file mode 100644
index 0000000000..d530772daf
--- /dev/null
+++ b/data/futures/roll_calendars_csv/ETH*SPREAD*BIDOFFER.csv
@@ -0,0 +1,28 @@
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diff --git a/data/futures/roll_calendars_csv/ETH*SPREAD.csv b/data/futures/roll_calendars_csv/ETH*SPREAD.csv
new file mode 100644
index 0000000000..d530772daf
--- /dev/null
+++ b/data/futures/roll_calendars_csv/ETH*SPREAD.csv
@@ -0,0 +1,28 @@
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diff --git a/data/futures/roll_calendars_csv/ETH*SPREAD2.csv b/data/futures/roll_calendars_csv/ETH*SPREAD2.csv
new file mode 100644
index 0000000000..987c510be8
--- /dev/null
+++ b/data/futures/roll_calendars_csv/ETH*SPREAD2.csv
@@ -0,0 +1,28 @@
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diff --git a/data/futures/roll_calendars_csv/ETH*SPREAD2BIDOFFER.csv b/data/futures/roll_calendars_csv/ETH*SPREAD2BIDOFFER.csv
new file mode 100644
index 0000000000..987c510be8
--- /dev/null
+++ b/data/futures/roll_calendars_csv/ETH*SPREAD2BIDOFFER.csv
@@ -0,0 +1,28 @@
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+2022-11-21,20221200,20230100,20221100
+2022-12-22,20230100,20230200,20221200
+2023-01-23,20230200,20230300,20230100
+2023-02-20,20230300,20230400,20230200
+2023-03-22,20230400,20230500,20230300
+2023-04-21,20230500,20230600,20230400
diff --git a/sysbrokers/IB/client/ib_contracts_client.py b/sysbrokers/IB/client/ib_contracts_client.py
index ba37df0c7f..c1d5020a18 100644
--- a/sysbrokers/IB/client/ib_contracts_client.py
+++ b/sysbrokers/IB/client/ib_contracts_client.py
@@ -37,6 +37,7 @@
 
 
 class ibContractsClient(ibClient):
+
     def broker_get_futures_contract_list(
         self,
         futures_instrument_with_ib_data: futuresInstrumentWithIBConfigData,
diff --git a/sysbrokers/IB/client/ib_orders_client.py b/sysbrokers/IB/client/ib_orders_client.py
index 0a4c8cd12f..52ea136894 100644
--- a/sysbrokers/IB/client/ib_orders_client.py
+++ b/sysbrokers/IB/client/ib_orders_client.py
@@ -91,6 +91,7 @@ def broker_submit_order(
         account_id: str = arg_not_supplied,
         order_type: brokerOrderType = market_order_type,
         limit_price: float = None,
+        what_if: bool = False
     ) -> tradeWithContract:
         """
 
@@ -121,7 +122,10 @@ def broker_submit_order(
             limit_price=limit_price,
         )
 
-        order_object = self.ib.placeOrder(ibcontract, ib_order)
+        if what_if:
+            order_object = self.ib.whatIfOrder(ibcontract, ib_order)
+        else:
+            order_object = self.ib.placeOrder(ibcontract, ib_order)
 
         trade_with_contract = tradeWithContract(ibcontract_with_legs, order_object)
 
diff --git a/sysbrokers/IB/ib_broker_commissions.py b/sysbrokers/IB/ib_broker_commissions.py
new file mode 100644
index 0000000000..a187343cdd
--- /dev/null
+++ b/sysbrokers/IB/ib_broker_commissions.py
@@ -0,0 +1,64 @@
+from sysbrokers.IB.client.ib_contracts_client import ibContractsClient
+from sysbrokers.IB.client.ib_orders_client import ibOrdersClient
+from sysbrokers.IB.ib_futures_contracts_data import ibFuturesContractData
+from sysbrokers.IB.ib_instruments_data import (
+    ibFuturesInstrumentData
+)
+from sysbrokers.IB.ib_connection import connectionIB
+from sysbrokers.IB.ib_orders import ibExecutionStackData
+from sysdata.data_blob import dataBlob
+from sysexecution.orders.broker_orders import brokerOrder
+from sysobjects.contracts import futuresContract
+
+from syslogging.logger import *
+from sysbrokers.broker_commissions import brokerFuturesContractCommissionData
+
+class ibFuturesContractCommissionData(brokerFuturesContractCommissionData):
+    """
+    Extends the baseData object to a data source that reads in and writes prices for specific futures contracts
+
+    This gets HISTORIC data from interactive brokers. It is blocking code
+    In a live production system it is suitable for running on a daily basis to get end of day prices
+
+    """
+
+    def __init__(
+        self,
+        ibconnection: connectionIB,
+        data: dataBlob,
+        log=get_logger("ibFuturesContractCommissionData"),
+    ):
+        super().__init__(log=log, data=data)
+        self._ibconnection = ibconnection
+
+    def __repr__(self):
+        return "IB Futures commissions data %s" % str(self.ib_client)
+
+    @property
+    def ibconnection(self) -> connectionIB:
+        return self._ibconnection
+
+    @property
+    def execution_stack(self) -> ibExecutionStackData:
+        return self.data.broker_execution_stack
+
+    def get_commission_for_contract(self, futures_contract: futuresContract) -> float:
+        ## FOR NOW DO NOT RUN IF ANYTHING ELSE IS RUNNING
+        ## NEEDS CODE TO TAKE THE TEST STRATEGY OFF THE STACK WHEN RETURNING ORDERS
+        size_of_test_trade = 10
+        instrument_code = futures_contract.instrument_code
+        contract_date = futures_contract.contract_date.list_of_date_str[0]
+
+        broker_order =brokerOrder(test_commission_strategy, instrument_code, contract_date,
+                    size_of_test_trade)
+
+        order = self.execution_stack.put_what_if_order_on_stack(broker_order)
+
+        while not self.execution_stack.is_completed(order.order.order_id):
+            ## could last forever!
+            continue
+
+        order_from_stack = self.execution_stack.get_order_with_id_from_stack(order_id=order.order.order_id)
+        return order_from_stack.commission / 10.0
+
+test_commission_strategy = "testCommmission"
diff --git a/sysbrokers/IB/ib_futures_contracts_data.py b/sysbrokers/IB/ib_futures_contracts_data.py
index e34e3fbbd2..7a3b8d62ee 100644
--- a/sysbrokers/IB/ib_futures_contracts_data.py
+++ b/sysbrokers/IB/ib_futures_contracts_data.py
@@ -54,6 +54,10 @@ def ib_client(self) -> ibContractsClient:
     def ib_futures_instrument_data(self) -> ibFuturesInstrumentData:
         return self.data.broker_futures_instrument
 
+    def get_commission_for_contract(self, futures_contract: futuresContract) -> float:
+        ib_contract = self.get_contract_object_with_IB_data(futures_contract)
+        return self.ib_client.get_commission_for_contract(ib_contract)
+
     def get_list_of_contract_dates_for_instrument_code(
         self, instrument_code: str, allow_expired: bool = False
     ) -> listOfContractDateStr:
diff --git a/sysbrokers/IB/ib_orders.py b/sysbrokers/IB/ib_orders.py
index f7bbdb20b8..b1ca0c2aee 100644
--- a/sysbrokers/IB/ib_orders.py
+++ b/sysbrokers/IB/ib_orders.py
@@ -266,12 +266,33 @@ def put_order_on_stack(self, broker_order: brokerOrder) -> ibOrderWithControls:
         :param broker_order: key properties are instrument_code, contract_id, quantity
         :return: ibOrderWithControls or missing_order
         """
-        trade_with_contract_from_ib = self._send_broker_order_to_IB(broker_order)
-        order_time = datetime.datetime.now()
+        trade_with_contract_from_ib = self._send_broker_order_to_IB(broker_order, what_if=False)
+
+        placed_broker_order_with_controls = self._return_place_order_given_ib_trade_with_contract(trade_with_contract_from_ib=trade_with_contract_from_ib,
+                                                                                                  broker_order=broker_order)
+
+        return placed_broker_order_with_controls
 
+    def put_what_if_order_on_stack(self, broker_order: brokerOrder) -> ibOrderWithControls:
+        """
+
+        :param broker_order: key properties are instrument_code, contract_id, quantity
+        :return: ibOrderWithControls or missing_order
+        """
+        trade_with_contract_from_ib = self._send_broker_order_to_IB(broker_order, what_if=True)
+
+        placed_broker_order_with_controls = self._return_place_order_given_ib_trade_with_contract(
+            trade_with_contract_from_ib=trade_with_contract_from_ib,
+            broker_order=broker_order)
+
+        return placed_broker_order_with_controls
+
+    def _return_place_order_given_ib_trade_with_contract(self, trade_with_contract_from_ib: tradeWithContract, broker_order: brokerOrder) -> ibOrderWithControls:
         if trade_with_contract_from_ib is missing_order:
             return missing_order
 
+        order_time = datetime.datetime.now()
+
         placed_broker_order_with_controls = ibOrderWithControls(
             trade_with_contract_from_ib,
             ibclient=self.ib_client,
@@ -288,7 +309,7 @@ def put_order_on_stack(self, broker_order: brokerOrder) -> ibOrderWithControls:
 
         return placed_broker_order_with_controls
 
-    def _send_broker_order_to_IB(self, broker_order: brokerOrder) -> tradeWithContract:
+    def _send_broker_order_to_IB(self, broker_order: brokerOrder, what_if: bool = False) -> tradeWithContract:
         """
 
         :param broker_order: key properties are instrument_code, contract_id, quantity
@@ -317,6 +338,7 @@ def _send_broker_order_to_IB(self, broker_order: brokerOrder) -> tradeWithContra
             account_id=account_id,
             order_type=order_type,
             limit_price=limit_price,
+            what_if=what_if
         )
         if placed_broker_trade_object is missing_order:
             self.log.warning("Couldn't submit order", **log_attrs)
diff --git a/sysbrokers/broker_commissions.py b/sysbrokers/broker_commissions.py
new file mode 100644
index 0000000000..e211695120
--- /dev/null
+++ b/sysbrokers/broker_commissions.py
@@ -0,0 +1,18 @@
+from sysdata.futures.contracts import futuresContractData
+from sysdata.data_blob import dataBlob
+from sysobjects.contracts import futuresContract
+
+from syslogging.logger import *
+
+
+class brokerFuturesContractCommissionData(futuresContractData):
+    def __init__(self, data: dataBlob, log=get_logger("brokerFuturesContractCommissionData")):
+        super().__init__(log=log)
+        self._data = data
+
+    def get_commission_for_contract(self, contract: futuresContract) -> float:
+        raise NotImplementedError
+
+    @property
+    def data(self):
+        return self._data
diff --git a/sysbrokers/broker_factory.py b/sysbrokers/broker_factory.py
index be4eaabe44..6cfe4e3bbb 100644
--- a/sysbrokers/broker_factory.py
+++ b/sysbrokers/broker_factory.py
@@ -7,6 +7,7 @@
 from sysbrokers.IB.ib_orders import ibExecutionStackData
 from sysbrokers.IB.ib_static_data import ibStaticData
 from sysbrokers.IB.ib_fx_handling import ibFxHandlingData
+from sysbrokers.IB.ib_broker_commissions import ibFuturesContractCommissionData
 from syscore.objects import resolve_function
 from sysdata.data_blob import dataBlob
 
@@ -43,4 +44,5 @@ def get_ib_class_list():
         ibCapitalData,
         ibFuturesInstrumentData,
         ibFxHandlingData,
+        ibFuturesContractCommissionData
     ]
diff --git a/sysbrokers/broker_futures_contract_data.py b/sysbrokers/broker_futures_contract_data.py
index 69bff1653a..47124937d8 100644
--- a/sysbrokers/broker_futures_contract_data.py
+++ b/sysbrokers/broker_futures_contract_data.py
@@ -13,6 +13,9 @@ def __init__(self, data: dataBlob, log=get_logger("brokerFuturesContractData")):
         super().__init__(log=log)
         self._data = data
 
+    def get_commission_for_contract(self, contract: futuresContract) -> float:
+        raise NotImplementedError
+
     def get_actual_expiry_date_for_single_contract(
         self, futures_contract: futuresContract
     ) -> expiryDate:
diff --git a/syscore/interactive/progress_bar.py b/syscore/interactive/progress_bar.py
index 887529a21c..1f82f79bfc 100644
--- a/syscore/interactive/progress_bar.py
+++ b/syscore/interactive/progress_bar.py
@@ -26,6 +26,9 @@ def __init__(
         show_timings=True,
         toolbar_width: int = 80,
     ):
+        if range_to_iterate_over==0:
+            range_to_iterate_over=1
+
         self._start_time = time.time()
         self._current_iteration = 0
         self._suffix = suffix
diff --git a/sysexecution/order_stacks/order_stack.py b/sysexecution/order_stacks/order_stack.py
index e2c95987fe..e913e75941 100644
--- a/sysexecution/order_stacks/order_stack.py
+++ b/sysexecution/order_stacks/order_stack.py
@@ -138,6 +138,8 @@ def put_order_on_stack(self, new_order: Order):
         """
         Put an order on the stack
 
+        ARgs and Kwargs in case of overwriting
+
         :param new_order: Order
         :return: order_id or failure condition: duplicate_order, failure
         """
@@ -145,6 +147,7 @@ def put_order_on_stack(self, new_order: Order):
 
         return order_id
 
+
     # FIND AND LIST ORDERS
 
     def get_list_of_orders(self, exclude_inactive_orders: bool = True) -> list:
diff --git a/sysinit/futures/build_roll_calendars.py b/sysinit/futures/build_roll_calendars.py
index 8ee559983d..4f0cc19dfb 100644
--- a/sysinit/futures/build_roll_calendars.py
+++ b/sysinit/futures/build_roll_calendars.py
@@ -469,7 +469,7 @@ def _valid_dates_from_paired_prices(paired_prices: pd.DataFrame, avoid_date):
 
 def _matching_prices_from_paired_prices(paired_prices):
     paired_prices_check_match = paired_prices.apply(
-        lambda xlist: not any(np.isnan(xlist)), axis=1
+        lambda xlist: not any(pd.isnull(xlist)), axis=1
     )
     paired_prices_matching = paired_prices_check_match[paired_prices_check_match]
 
diff --git a/sysproduction/data/broker.py b/sysproduction/data/broker.py
index c6b1607111..646bedcc5d 100644
--- a/sysproduction/data/broker.py
+++ b/sysproduction/data/broker.py
@@ -1,4 +1,3 @@
-from copy import copy
 
 from sysbrokers.broker_factory import get_broker_class_list
 from sysbrokers.broker_fx_handling import brokerFxHandlingData
@@ -10,10 +9,10 @@
 from sysbrokers.broker_contract_position_data import brokerContractPositionData
 from sysbrokers.broker_fx_prices_data import brokerFxPricesData
 from sysbrokers.broker_instrument_data import brokerFuturesInstrumentData
+from sysbrokers.broker_commissions import brokerFuturesContractCommissionData
 from syscore.exceptions import missingData
 
 from syscore.constants import arg_not_supplied
-from syscore.exceptions import orderCannotBeModified
 from sysexecution.orders.named_order_objects import missing_order
 from syscore.dateutils import Frequency, DAILY_PRICE_FREQ
 from sysobjects.production.trading_hours.trading_hours import listOfTradingHours
@@ -35,7 +34,7 @@
 from sysobjects.contract_dates_and_expiries import expiryDate
 from sysobjects.contracts import futuresContract
 from sysobjects.instruments import futuresInstrumentWithMetaData
-from sysobjects.production.positions import contractPosition, listOfContractPositions
+from sysobjects.production.positions import  listOfContractPositions
 from sysobjects.spot_fx_prices import fxPrices
 from sysobjects.futures_per_contract_prices import futuresContractPrices
 from sysproduction.data.positions import diagPositions
@@ -57,6 +56,10 @@ def _add_required_classes_to_data(self, data) -> dataBlob:
         data.add_class_list(broker_class_list)
         return data
 
+    @property
+    def broker_futures_contract_commission(self) -> brokerFuturesContractCommissionData:
+        return self.data.broker_futures_contract_commission
+
     @property
     def broker_fx_price_data(self) -> brokerFxPricesData:
         return self.data.broker_fx_prices
@@ -98,6 +101,8 @@ def diag_controls(self) -> diagControlProcess:
         return self._diag_controls
 
     ## Methods
+    def get_commission_for_contract(self, contract: futuresContract) -> float:
+        return self.broker_futures_contract_commission.get_commission_for_contract(contract)
 
     def get_list_of_contract_dates_for_instrument_code(
         self, instrument_code: str, allow_expired: bool = False
@@ -335,19 +340,6 @@ def get_market_conditions_for_contract_order_by_leg(
     def check_market_conditions_for_single_legged_contract_and_qty(
         self, contract: futuresContract, qty: int
     ) -> analysisTick:
-        """
-        Get current prices
-
-        :param contract_order:
-        :return: tuple: side_price, mid_price OR missing_data
-        """
-
-        """
-        Get current prices
-
-        :param contract_order:
-        :return: tuple: side_price, mid_price OR missing_data
-        """
 
         tick_data = self.get_recent_bid_ask_tick_data_for_contract_object(contract)
 
@@ -357,7 +349,7 @@ def check_market_conditions_for_single_legged_contract_and_qty(
 
         return analysis_of_tick_data
 
-    def submit_broker_order(self, broker_order: brokerOrder) -> orderWithControls:
+    def submit_broker_order(self, broker_order: brokerOrder, *args, **kwargs) -> orderWithControls:
         """
 
         :param broker_order: a broker_order
diff --git a/sysquant/fitting_dates.py b/sysquant/fitting_dates.py
index 3764f909e3..844b87fd82 100644
--- a/sysquant/fitting_dates.py
+++ b/sysquant/fitting_dates.py
@@ -209,7 +209,7 @@ def _add_dummy_period_if_required(
     start_date: datetime.datetime,
     list_of_starting_dates_per_period: list,
 ):
-    if date_method in ["rolling", "expanding"]:
+    if date_method in ["rolling", "expanding"] and len(list_of_starting_dates_per_period)>1:
         # add on a dummy date for the first year, when we have no data
         periods = [
             fitDates(
diff --git a/systems/accounts/pandl_calculators/pandl_calculation.py b/systems/accounts/pandl_calculators/pandl_calculation.py
index ebf1ced812..6380f86c95 100644
--- a/systems/accounts/pandl_calculators/pandl_calculation.py
+++ b/systems/accounts/pandl_calculators/pandl_calculation.py
@@ -1,5 +1,4 @@
 import pandas as pd
-import numpy as np
 
 from syscore.constants import arg_not_supplied
 from syscore.dateutils import from_config_frequency_pandas_resample
diff --git a/systems/portfolio.py b/systems/portfolio.py
index cc4d11f7f5..1931a6f6d1 100644
--- a/systems/portfolio.py
+++ b/systems/portfolio.py
@@ -459,7 +459,6 @@ def get_unsmoothed_instrument_weights_fitted_to_position_lengths(
         )
 
         ## this should remove when have NAN's
-        ## FIXME CHECK
 
         instrument_weights = fix_weights_vs_position_or_forecast(
             raw_instrument_weights, subsystem_positions
@@ -730,7 +729,7 @@ def _add_zero_weights_to_instrument_weights_df(
         weight_index = instrument_weights.index
         new_pd_as_dict = dict(
             [
-                (instrument_code, pd.Series([0.0] * len(weight_index)))
+                (instrument_code, pd.Series([0.0] * len(weight_index), index=weight_index))
                 for instrument_code in instrument_list_to_add
             ]
         )