If my understanding is correct, the roll dates in NT differ to those in IB and https://www.barchart.com/futures/fut...ons/currencies.
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Soybean futures (ZS) - Roll dates
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Hello Shansen,
ZS volume has not shifted yet today nor does it look likely (see attached).
There is a long-standing Feature Request for Volume-based rollover functionality as offered by other platforms (search the Forum for 'volume based rollover'). If of interest for your trading style. kindly ask for your vote to be added, FWIW.
Kind regards,
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Please find attached a comparison of rollover dates for ES (SP500 emini) and ZS (Soybean) contracts.
The ES seems reasonable, rollover eight days before expiry.If my analysis is correct, the ZS is excessive, rollover 84 days before expiry.
Please confirm or advise where I have gone wrong.
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Hello Shansen,
The roll date for the 01-19 contract is displaying when the default date is to roll from the 11-18 contract to the 01-19 contract. The last trade date for the 11-18 contract is November 14th, at which point all trading will move to the 01-19, or other further dated contracts.
Please let me know if you have any further questions.
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and ZS still hasn't rolled by Volume, which further demonstrates how a rollover by default date (whatever those are supposed to be) alone is inadequate.
Please vote for a volume-based addition dear readers.....
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