9/7 rollover day for ES?

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

  1. m4a1


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

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


    same 9/7 rollover day for these contracts?

  10. balda


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