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Date/Time: Tue, 21 May 2024 22:26:02 +0000

Post From: Futures volume-based rollover override by date rule

[2019-09-12 08:19:12] Link To Thread - Link To Post [Go To First Post]
User315411 - Posts: 47
Hi, By default in symbol settings CME ES date rule for rollover is "8 calendar days before the 3rd Friday of the contract month", which means ESU19 will roll to ESZ19 on 9/12, today. In a ES chart I tried to set the Continuous Contract in Advanced Settings to "Volume Based Rollover", so it could hold on ESU19 since ESZ19 volume is still smaller than ESU19, but it turns out the chart shows rollover to ESZ19 anyway on 9/12 afternoon opening. How to make the rollover follow the volume-based continuous contract rule setting, not overridden by the date rule? Thanks.