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Futures Rollover Rules


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Futures Rollover Rules

  #1 (permalink)
 
jdfagan's Avatar
 jdfagan 
Pacifica, CA
 
Experience: Advanced
Platform: AmiBroker, TradeStation, NinjaTrader
Broker: Options House
Trading: Futures, Stocks
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I've created a Futures Rollover Rules Google Docs spreadsheet for anyone to edit/view. Feel free to help contribute to this spreadsheet and/or provide feedback via this thread. Its just a tool that has helped me at times but I'm sure there are some missing holes of knowledge and much more futures contracts besides the ones I've documented so far. I tried to obtain the futures roll knowledge by reading the actual futures contract specification documented by the exchange that hosts that symbol (e.g., CME, ICE, etc.).

https://spreadsheets.google.com/ccc?key=0AiY2bYKVjF72dEw1b09xTzZYQ0JVY2JJd0lFdU80enc&hl=en

JD

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 casey44 
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jdfagan View Post
I've created a Futures Rollover Rules Google Docs spreadsheet for anyone to edit/view. Feel free to help contribute to this spreadsheet and/or provide feedback via this thread. Its just a tool that has helped me at times but I'm sure there are some missing holes of knowledge and much more futures contracts besides the ones I've documented so far. I tried to obtain the futures roll knowledge by reading the actual futures contract specification documented by the exchange that hosts that symbol (e.g., CME, ICE, etc.).

https://spreadsheets.google.com/ccc?key=0AiY2bYKVjF72dEw1b09xTzZYQ0JVY2JJd0lFdU80enc&hl=en

JD

Thanks for your post. In similar vein, here's one from AMP I found helpful, posted by someone recently in futures.io (formerly BMT) :
Trading Hours: Financial Calendars - Finance

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 RM99 
Austin, TX
 
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Futures Expiration Dates

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Last Updated on May 5, 2011


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