Historical Rollover Dates

[aventeren]

Howdy--

Does anyone have an Excel file, web link or some other source for a historical breakdown of last trading days or rollover dates. I understand that rollover dates are not official.

I'm looking to add a bunch of historical data, however I'm not sure what each rollover (into) date should be. I'm just looking for some guidance.

It's one thing to create new quarterly ES expiries going back to 1999, but it's another thing to create new monthly CL expiries going back to the 1980s.

Thanks,

Aventeren

[NinjaTrader_DrewO]

Hello Aventeren,

Thank you for writing in.

We are not currently aware of such a list that will show the roll over dates clear back into the 1980's, although there could be one to be found in the web or from another user.

However, more current rollover dates can be found at the below link.

http://www.cmegroup.com/trading/equity-index/rolldates.html

Please let me know if I may be of further assistance.