tomorrow is rollover day

Discussion in 'Index Futures' started by guy2, Dec 8, 2004.

  1. guy2

    guy2

    I could be wrong but I believe that rollover day is 8 days before expiry which is 3rd Fri of each quarter month.
     
    #31     Sep 7, 2005
  2. Thursday at the market open (9:30am ET) the volume switches to the Z5 contracts. Just keep both U and Z on your screen and watch it happen.
     
    #32     Sep 7, 2005
  3. guy2

    guy2

    A bit like this Tech Analysis :)

    This chart shows how the average volume (averaged per minute over 5 minutes) switches from the current to the next contract in the ES on the rollover day. In this chart we see the switch from the March 2005 to June 2005 contracts.

    [​IMG]
     
    #33     Sep 7, 2005
  4. Nice chart, guy.

    We oughta pin the chart to the top of ET's message boards; it seems like we have this discussion every 3 months :p
     
    #34     Sep 7, 2005
  5. guy2

    guy2

    I agree. I made the chart after I'd been asked the question for the 87th time.
     
    #35     Sep 7, 2005
  6. guy2

    guy2

    Don't forget to rollover your emini (and other) symbols tonight for tomorrow!! Both charting AND trading platform.
     
    #36     Dec 7, 2005
  7. i never ever remember rollover day until my charts/volume get a bit sluggish :(.
    so this morning i opened up ib and it asked me: do you want to roll over your contracts now you fool?
    and i said meekly: okie dokie.
    and so i'm set until march06.

    love ib just for the little details ;)
     
    #37     Dec 8, 2005
  8. newbunch

    newbunch

    Do you mean it actually asked and rolled over your positions? Or did it just update your ticker?
     
    #38     Dec 8, 2005
  9. guy2

    guy2

    Way back in the past when I was young I'd update the contracts on the charting platform and not on the trading platform and then for the rest of the day think that one was lagging the other.
     
    #39     Dec 8, 2005
  10. just the ticker, newbunch
     
    #40     Dec 9, 2005