Support Board

Date/Time: Sun, 05 May 2024 00:11:21 +0000

Post From: NQ Futures not rolling correctly

[2019-03-07 16:42:28] Link To Thread - Link To Post [Go To First Post]
User90125 - Posts: 715
3rd Friday and 8 days before - the check rollover dates button suggest the March Contract to be ending today i.e. March 7. Wrong. Remember the ROLLOVER date, is not the expiry date. CME rolls the indexes 8 days before expiry. Last trade date is March 15 (expiry). Roll date is March 7. SC's rollover rule Method 3 is correct.