When does the E-Mini Contract get rotated to the June contract on ES #F?

[arbifox]

Right now, the ES #F is following the March 2006 contract, when does this get rotated to the June 2006 contract. Just want to get a sense when I need to change my settings in TWS.

Regards,

Thomas.

[ACM]

Thomas
The official rollover is eight calendar days prior to the expiration (in the specific case at 08:30 CST of March 9th).
eSignal rolls the contract over at the open of the session of the rollover date ie at 15:30 CST of March 8th
Alex

[arbifox]

thanks

Alex,

So it is essentially 9 days before the third Friday of the month in question . . . I can use this as the general rule of thumb?

T

[ACM]

Thomas
You can use that as a general rule if you plot overnight data otherwise with RTH data you should consider 8 days.
For more information on rollovers you may want to see this article in the eSignal KnowledgeBase
Alex

[arbifox]

thanks again

Alex . . . thanks for the info, I really appreciate it.

T

[ACM]

Thomas
You are most welcome
Alex