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Date/Time: Sun, 28 Apr 2024 16:51:26 +0000

Post From: es NEW!! cme futures rollover policy

[2022-06-10 19:21:21] Link To Thread - Link To Post [Go To First Post]
Tony - Posts: 459
sc.ContractRolloverDate gave me the wrong date since this morning (version 2400) which is June 16, 2022 Thursday, that is neither a roll over day nor an expiration day. I understand that trading terminates at 9:30 a.m. ET on the 3rd Friday of the contract month, 3rd Friday is the expiration day. First I thought it was the Rithmic issue, so I went to 'Global Settings' -> 'Symbol Settings' and click 'ES?#.CME' under 'Symbols', on the right side in 'Settings for ES?#.CME' I changed 'Rollover Method' from 'Default: 1 calendar day before the 3rd Friday of the contract month.' to 'Custom: 4 Calendar Days Before' But it had no effects, sc.ContractRolloverDate still gives me June 16, 2022