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Date/Time: Sun, 05 May 2024 06:10:23 +0000



Post From: NQ Futures not rolling correctly

[2019-03-23 22:31:21]
Chad - Posts: 231
I'm confused by this also - when I check rollover date for the March 2019 expiry of ES and NQ futures, I have Method3 selected and 8 calendar days before the 3rd Friday (March 15). Yet, the 'Rollover Method Tester' indicates that the rollover date is March 14 (see screenshot). The June 2019 rollover date is reported correctly in the RMT as Thursday, June 13.
Date Time Of Last Edit: 2019-03-23 22:32:49
imageCME-ES_fut_rollover.png / V - Attached On 2019-03-23 22:31:01 UTC - Size: 32.35 KB - 306 views