tick volume for Russell2000 and emini SP

Discussion in 'Index Futures' started by eckert, Jun 14, 2005.

  1. eckert


    Is it me or has the tic volume for the Russell2000 (eSignal symbol AB) and the e-Mini SP (aka ES) died?

    Seems like I'm getting about 25% of the ticks per day a week ago!

    On 6/13, I got 4,855 ticks for AB.
    On 6/6, I got 39,297 ticks for AB!

    Did they close the market?
  2. Did you rollover to the new contracts last Thursday? We are now trading September.
  3. eckert


    I thought (incorrectly) that the RUSSELL expired on the last business day of the month.

    Can you tell me what the correct rule is for "contract rollover", i.e., what day of the week/month do we switch contracts for AB?

  4. FredBloggs

    FredBloggs Guest

    week before expiry day

    i am afraid to say that you should really make the effort to know this stuff before trading for real - i hope youre paper trading.

    good luck
  5. That means last Thursday.
    Look at Sept now.