Tomorrow (3/13) the day to roll to next month?

Discussion in 'Index Futures' started by thereuare, Mar 12, 2003.

  1. If so, what are the new symbols for the ES and NQ?

  2. Seems like we have this discussion every 3 months :D

    Yes tomorrow is ES M3, etc.

    Esignal just now rolled the #F into the june contract at the 4:45ET open
  3. I think we have this discussion just under every 3 months as somebody always gets it wrong a little early :)

    Any chance you could list the correct symbols for ES and NQ?

    If you list it for all 4 expiration months, i can print them out and not have to worry about it anymore.

  4. replace H3 with M3......or if your feed uses 3H then use 3M.

    Some time the rollover with volume changing. Some use the 5min chart to see gaps...then they switch.

    Some just switch tomorrow morning.

    If you use e-signal then they have a perpetual symbol for the SP e-mini with the symbol ES #F then no change is necessary. However for that symbol they observe the rollover to be the 2nd day before the last trading day of the expiring contract.

    Michael B.
  5. here is the list of all expiry months.

    Jan F
    Feb G
    Mar H **
    Apr J
    May K
    Jun M **
    Jul N
    Aug Q
    Sep U **
    Oct V
    Nov X
    Dec Z **

    **Index futures such as ES/SP - NQ/ND - YM/DJ all expire quarterly. Single stock futures expire monthly
  6. The previous poster was correct ES #F is currently tracking M3. I just got off the phone with E-sig and yelled at the tech that told me the wrong info this AM.

    Michael B.
  7. I was watching my charts at 4:45 to see when and if it rolled. My quotelist had ES H3 and the chart was set to ES #F and the #F chart suddenly differed from the quotelist at the Globex open.

    Last quarter we had a thread debating what time the rollover occured, be it Wednesday afternoon's open or sometime Thursday morning. I guess this is *THE* answer. :)