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Showing content with the highest reputation on 02/17/19 in all areas

  1. Hi logicgate, S&P e-minis expire on Thursday prior to third Friday of the contract month. Usually traders roll over, to the next contract, about eight days before expiration date, but like one post above said - looking at volume is ussually the best way to roll. As soon as March 2019 will expire - that same day June contract of 2020 will start trading. Stock Index futures do not have many foreward expirations since almost all volume is traded in the current contract. Good luck, Simon
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  2. Use continuous contracts for your data. The first trade date of an individual contract isn't important in my opinion. But just pull up a chart. You will see that the March 19 ES contract started trading in Dec 2017. The June 19 ES started trading in March 2018, so 5 quarters prior.
    1 point
  3. here it is https://www26.zippyshare.com/v/8JWbwVru/file.html https://www60.zippyshare.com/v/dNJ8IdmT/file.html https://www60.zippyshare.com/v/toREFx8T/file.html https://www60.zippyshare.com/v/Xu1WLjj7/file.html https://www60.zippyshare.com/v/kDCyve5W/file.html
    1 point
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