Amazing! and somehow you still managed to find your computer this morning. The first thing I'm going to do when I hit 60 is to buy one of those flying cars they say will be on sale by then.
For daytrading purposes, it's fine. Not a big discrepancy, futures are well correlated. Volume decent enough. One thing I do have to do is go back since I keep stats on days' range, iqFeed doesn't rollover at the same time.
Nothing critical about rollover "day". Both the expiring and next quarter contract trade adequate volume for at least a few days after the later contract becomes most-active.
For my future reference, and for anyone else who may find this useful: Thursday 13 September at 11.43am EUR futures expire Mon 17 Sept EUR Sep 2012 185k contracts EUR Dec 2012 95k contracts ES futures expire Fri 21 Sept ES Sep 2012 843k contracts ES Dec 2012 474k contracts
Too true. But also it may be that most use IB and assume that no alert is necessary, since TWS popped the new contract up Tuesday.