IQFeed just rolled over the continuous contract to March. Anyone else using this already? http://www.cmegroup.com/trading/equity-index/files/Rollover_Dates.pdf
I usually keep them both up, and then switch whenever the volume on the new contract is greater. If I remember correctly, that's usually some time on Friday morning.
I have never held through rollover. May never, but just in case... What needs to happen on rollover if you are holding a current contract ES? Do you sell the currentt or lose the whole contract? Thanks.
Just buy the cash close and sell the cash open, or around 2:30-3:30am cst. Works 78% of the time. Let the suckers fight for crumbs during the US session.
You can trade the "old" contract until 09:30 EST on the 3rd Friday of the expiration month... volume gradually declines from rollover until that time.
\ Really? My platform must be bunk because if I buy at 3pm cst and sell at 8:30am cst for the past year it has only turned 52% profitable with about a $1400 gain on ES. ? What platform are you using for your calculations? I fight for every last crumb I can get during the day