Contract Roll Over

[Mike_32]

Hello Mike,

This is Cameron responding on behalf of Kyle.

There is no magical roll over date

Right, but there is a "magical" expiry date.

[Mike_32]

This years March contract wasn't like this though, it seemed a day after roll over the volume in the old one died and the new one June picked up.
I think this could mean something significant for sept and dec contracts this year 2011.
That the majority of volume on the old is closing out profits or losses.
And the participants are not entering into anything on the new one.
Ive only noticed this large difference on the sept and dec contracts June wasn't like this.
Ive been trading futures for 7 years and never noticed this large kind of bid/ask gap this close to expiry.

[NinjaTrader_Cameron]

Mike_32,

Correct, there is no 'magical' roll over date, and as you stated there is a defined expiry. That is why I had also linked the expiry date from the CME in post #13.

The pop up message is a guideline for new users, and centered around the suggested rollover date of the ES. If you do not wish to see this message, check "Don't show this message again" before pressing 'OK'.

Also, mentioned in post #13, our Development Team is aware that the volume does not always switch at the defined rollover date and are looking into a way to improve the roll over feature.