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Instrument Nomenclature

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    Instrument Nomenclature

    For the third quarter of this year can someone tell me if these instruments are properly constructed

    ES 09-12
    YM 09-12

    #2
    Hello sdruley,

    Unfortunately I am not sure if I understand your question. Could you please clarify.

    The ES and YM are setup to rollover today. You can find instructions to rollover instruments at the link below.


    By default it will merge historical data from the 06-12 expiry in charts. So if you create an ES 09-12 chart, all historical data before today is loaded from the 06-12 expiry.

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