Support Board
Date/Time: Tue, 18 Mar 2025 15:07:20 +0000
Post From: es NEW!! cme futures rollover policy
[2022-06-10 19:21:21] |
Tony - Posts: 555 |
sc.ContractRolloverDate gave me the wrong date since this morning (version 2400) which is June 16, 2022 Thursday, that is neither a roll over day nor an expiration day. I understand that trading terminates at 9:30 a.m. ET on the 3rd Friday of the contract month, 3rd Friday is the expiration day. First I thought it was the Rithmic issue, so I went to 'Global Settings' -> 'Symbol Settings' and click 'ES?#.CME' under 'Symbols', on the right side in 'Settings for ES?#.CME' I changed 'Rollover Method' from 'Default: 1 calendar day before the 3rd Friday of the contract month.' to 'Custom: 4 Calendar Days Before' But it had no effects, sc.ContractRolloverDate still gives me June 16, 2022 |