Reply to "what is the ROLLOVER day for ES #F and NQ #F" at YahooGroups

[ACM]

Jackson

I wonder what is the Rollover day for the e-mini symbol ES #F and NQ #F or the ES #F=2 and NQ #F=2. The last trading day for March contract for Interactive Broker is 20th this month and wondering when should I switch to the nearest month contract in real trading.

The rollover was last Thursday March 13th at market open.
All the symbols you mention are for the continuous contracts and are already reflecting June contract as the front month.

Alex

[ACM]

Jackson

Following up on the prior reply.

The rollover for CME Equity Index futures is at the market open of the day before the second Friday of the expiration month.
This is not necessarily the second Thursday as the month could begin on a Friday.

FWIW eSignal rolls the continuous contracts at the open of the session ie at 15:45 CST of the the day before.
Reasons for this can be found in this thread.

Alex