What is the front most month? - Beginners and Introductions | futures io social trading
futures io futures trading


What is the front most month?
Updated: Views / Replies:157 / 2
Created: by Raider Attachments:0

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 
Thread Tools Search this Thread
 

What is the front most month?

  #1 (permalink)
Elite Member
Canada
 
Futures Experience: Intermediate
Platform: NinjaTrader & Jigsaw
Broker/Data: Rithmic
Favorite Futures: ZB UB
 
Posts: 94 since Dec 2016
Thanks: 66 given, 35 received

What is the front most month?

What is the frontmost month in ES and ZB right now? I thought it was 03-17. Need to know for TST combine. What would be considered the front most month? Like the soonest closing in or farthest out? I'd assume farthest out but I've been trading 03-17 (march expiry)


Sent from my iPhone using futures.io

Reply With Quote
 
  #2 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 1,967 since Sep 2013
Thanks: 1,386 given, 2,946 received
Forum Reputation: Legendary


Raider View Post
What is the frontmost month in ES and ZB right now? I thought it was 03-17. Need to know for TST combine. What would be considered the front most month? Like the soonest closing in or farthest out? I'd assume farthest out but I've been trading 03-17 (march expiry)


Sent from my iPhone using futures.io

It is easy, you can use the following two URL's to see on which contract is the most volume
normally it is the first mentioned, the moment the volume of the second mentioned has
higher volume than the first, you 'roll over'

E-mini S&P 500 Futures Quotes - CME Group

U.S. Treasury Bond Futures Quotes - CME Group

Reply With Quote
The following 3 users say Thank You to rleplae for this post:
 
  #3 (permalink)
Elite Member
Wiltshire, United Kingdom
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Working on a TST combine
Favorite Futures: 6E
 
matthew28's Avatar
 
Posts: 265 since Sep 2013
Thanks: 200 given, 300 received


@Raider
I look at the CME quote pages every day before I start trading to see what the official settlement price was from the previous day. This will quite often differ slightly from the closing price your charting package shows.
As a general guide for rollover dates, so you aren't wondering about it every day, the ZB rolls around the 3rd last business day of the previous month. So around the last week of February volume should fully move across from the March contract in to the June contract. For the ES it is usually the Thursday one week before expiration. Expiration is the third Friday of the business month. Therefore the 9th of March should see the ES roll from March to June.
As you are with TST though you have the added reassurance that they send out an email shortly before a product rolls to give you a 'heads up'.

Reply With Quote
The following 3 users say Thank You to matthew28 for this post:

Reply



futures io > > > > What is the front most month?

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

FIO Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

May
 

EasyLanguage ABC's: Mastering TradeStation Programming w/Chris Kaiser

Elite only
 

Prototyping Python Strategies (part 2: Backtesting) w/Ran Aroussi [special time: 1PM ET]

Elite only
 

Portfolio Diversification w/Brendon Delate @ Diversify Portfolio

Elite only

An Afternoon with FIO member Softsoap (being rescheduled)

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Front Crude Spreads / Cushing gets Interesting? SMCJB Commodities Futures Trading 11 October 2nd, 2014 10:09 PM
How to bring all windows to front? wzero MultiCharts 1 July 13th, 2014 07:06 AM
How to bring Candles to the front (NT7) pilotui The Elite Circle 4 April 20th, 2014 05:56 AM
best webinare front page cory Off-Topic 3 July 19th, 2013 04:09 PM
EMA line in front of bars on chart, want to move in front. Help? hector24 NinjaTrader 3 December 12th, 2012 12:28 AM


All times are GMT -4. The time now is 07:48 PM.

Copyright © 2017 by futures io, s.a. Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-05-22 in 0.06 seconds with 19 queries on phoenix via your IP 54.162.168.187