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1st level support told me today that the new ES futures contract would not rollover until the afternoon of Rollover Day. I am using ES #F front-month symbol for all of my charts on eSignal (12 intraday and daily charts) and also that symbol is embedded in all of my RTD downloads (hundreds of lines of code) in QLink. This means that if I wanted to trade the new contract in the morning hours, which I do normally, I would have to start my rollover day by changing all of my charts and RTD to the new month symbol at the end of the previous day, and then change all of the symbols back to ES #F in the afternoon of the rollover day.
I believe that this was an arbitrary decision. At a minimum, we should have a choice as to when we want the symbol to change. My preference however, would be let ES #F be updated to the new month on the morning of Rollover.
I believe that this was an arbitrary decision. At a minimum, we should have a choice as to when we want the symbol to change. My preference however, would be let ES #F be updated to the new month on the morning of Rollover.
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