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roll over dates for continuous FT charts

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  • roll over dates for continuous FT charts

    I have been trying to work out what the actual default dates are for various contracts on FT continuous charts.
    I have read enough of the help guide to work out how to customise the charts but I can't reverse engineer the default continuous charts.
    Does anyone have an idea of the actual dates for contract roll over on Continuous charts or how to figure out what the defaults on various contracts are?
    The contracts I am looking at are:
    XRB RBOB Gasoline
    NG Natty Gas
    CL Crude Oil
    HO Heating Oil
    ES S&P Mini
    AB Russell 2k Mini
    NQ Nasdaq 100 Mini
    HG Copper
    PL Platinum
    PA Palladium
    ZT 2yr T-Notes
    ZF 5yr T-Notes
    ZN 10yr T-Notes
    ZB 30 yr T-Notes
    ZG Gold
    ZI Silver
    YM DJI Mini
    ZS Soybeans
    ZL " " " Oil
    ZM " " " Meal
    ZC Corn
    ZO Oats
    ZW Wheat
    AP SPI 200
    Cheers

  • #2
    markobrien
    Are you referring to the #F continuous contracts? If that is the case then you can find an explanation of eSignal's methodology in this article in the eSignal KnowledgeBase. The article also explains how to perform a lookup of the rollover method for a specific contract.
    Note that in eSignal you can also configure your own continuous contracts based on rules of your choice.
    For all the details and the instructions on how to create the user configured contracts see this article in the eSignal KnowledgeBase
    Hope this helps
    Alex

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