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Date/Time: Sun, 05 May 2024 08:20:14 +0000

Post From: NQ Futures not rolling correctly

[2019-03-07 16:06:04] Link To Thread - Link To Post [Go To First Post]
User435227 - Posts: 2
In fact - CME and I are exactly the same on this one. Even if you go by CME - i.e. 8 days before contract expiry - it comes to 8 days before March 22 which is March 15. And Sierra - is already calling it March 7 and rolling over a good one week before that. Somewhere or the other Sierra is picking a wrong contract expiry of 15th instead of 22nd for this march contract in case of NQ-Emini.