9/7 rollover day for ES?

Discussion in 'Index Futures' started by m4a1, Sep 6, 2006.

  1. m4a1

    m4a1

    Is 9/7 rollover day for ES?
     
  2. Truff

    Truff

    Yes, the DEC contract becomes the lead contract at 9:30 EST thursday morning, 9/7
     
  3. ES Z6
     
  4. vikana

    vikana Moderator

    I thought it was supposed to be the 2nd Thursday, not the first. :confused:
     
  5. Since Friday was 9/1, that means options expiration will be on 9/15, so the rollover is a week prior to the options exp, hence the 9/7.
     
  6. It's the day preceding the 2nd Friday, not necessarily (though usually) the 2nd Thursday.

    -Raystonn
     
  7. When in doubt run both contracts side by side and watch the volume.:)
     
  8. spinn

    spinn

    I apparently messed up my charts for Ensign on the ym.

    My chart for ym z6 looks nothing like ym u6...its actually gapped up 100 points.

    Any idea how to fix....or get the tick data I need?

    IB only refreshes for a few days, I need about a moths worth of data.
     
  9. m4a1

    m4a1

    same 9/7 rollover day for these contracts?

    NQ
    ER2
    YM
    SP
    ND
     
  10. balda

    balda

    for Ensign use ym #f and run a "rollover symbol" from file manu on a roll over date.
     
    #10     Sep 7, 2006