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lwlee

Registered: Dec 1999
Posts: 1103

09-13-12 04:21 PM

For daytrading purposes, it's fine. Not a big discrepancy, futures are well correlated. Volume decent enough. One thing I do have to do is go back since I keep stats on days' range, iqFeed doesn't rollover at the same time.

Quote from oldtime:

yeah, but they did it yesterday, that's ok if you're just watching and not actually trading

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Scataphagos

Registered: Apr 2009
Posts: 9177

09-13-12 04:34 PM

Nothing critical about rollover "day". Both the expiring and next quarter contract trade adequate volume for at least a few days after the later contract becomes most-active.

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m22au

Registered: Mar 2002
Posts: 3138

09-13-12 04:45 PM

For my future reference, and for anyone else who may find this useful:

Thursday 13 September
at 11.43am

EUR futures expire Mon 17 Sept

EUR Sep 2012 185k contracts
EUR Dec 2012 95k contracts

ES futures expire Fri 21 Sept

ES Sep 2012 843k contracts
ES Dec 2012 474k contracts

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Duref Mudgins

Registered: Jul 2004
Posts: 854

09-13-12 04:53 PM

Quote from high99:

OK you two. I will be hitting 60 years old next month. Can you top that?

Soixante-sept.

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Duref Mudgins

Registered: Jul 2004
Posts: 854

09-13-12 04:54 PM

Quote from Scataphagos:

Nothing critical about rollover "day". Both the expiring and next quarter contract trade adequate volume for at least a few days after the later contract becomes most-active.

Yes, but at what spread?

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Duref Mudgins

Registered: Jul 2004
Posts: 854

12-13-12 11:35 AM

Roll her over this morning and smack her on the ass!

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