NexusFi: Find Your Edge


Home Menu

 





What is the front most month?


Discussion in Traders Hideout

Updated
    1. trending_up 1,028 views
    2. thumb_up 6 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread

What is the front most month?

  #1 (permalink)
 Raider 
Canada
 
Experience: Intermediate
Platform: NinjaTrader & Jigsaw
Broker: Rithmic
Trading: ZB UB
Posts: 143 since Dec 2016

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

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
MC PL editor upgrade
MultiCharts
How to apply profiles
Traders Hideout
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
What broker to use for trading palladium futures
Commodities
 
  #2 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863


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 - [AUTOLINK]CME[/AUTOLINK] Group

U.S. Treasury Bond Futures Quotes - [AUTOLINK]CME[/AUTOLINK] Group

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #3 (permalink)
 
matthew28's Avatar
 matthew28 
United Kingdom
Elite_Member
 
Experience: Beginner
Platform: Bookmap
Broker: Stage 5, Rithmic
Trading: US Equity Index Futures
Posts: 1,250 since Sep 2013
Thanks Given: 3,500
Thanks Received: 2,532


@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
Thanked by:




Last Updated on February 11, 2017


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts