I should remember this, but what is the rule for when to switch to the next contract for ES/NQ? Thanks, m
Last trade day for ES MAR is Thursday of next week, March 18. So Monday the 15th would probably be a good roll date. Majority of volume should be in JUN by then. saxon
I've been at it for 3 years and still have no idea exactly when.. but, the day it switches .. the morning volume will be unusually low, also if you're in touch with a chat room or other people posting charts, then it'll be obvious as well.
You can tell when rollover is because someone will start an "IB is lagging | is down " thread referencing the old contract.