Support Board

Date/Time: Sun, 28 Apr 2024 01:19:38 +0000

Post From: es NEW!! cme futures rollover policy

[2022-06-09 15:29:31] Link To Thread - Link To Post [Go To First Post]
RonW - Posts: 103
CME has changed the rollover from 2nd Thursday of the month, to the Monday before expiration. So for example, the rollover from ES June to ES September will occur this coming Monday June 13, rather than today, June 9, as it would have in the past. Do the chart settings in Sierra automatically pick this up, or do you guys need to make a change to the "Date Rule Rollover" code? Do I need to download an updated version? Thanks.