Support Board
Date/Time: Tue, 31 Mar 2026 14:51:32 +0000
Post From: NQ Futures not rolling correctly
| [2019-03-07 16:42:28] |
| 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. |