Do you know how to roll over contracts in NinjaTrader 8? If not, now is the time to learn! Very soon, if your contracts are not rolled over, you will end up with empty charts. The official rollover date for CME equity index futures was June 8, 2017. The next roll date is in September, 2017. For example, you will be rolling from the ES 06-17 to ES 09-17. These types of markets expire on a quarterly cycle: March, June, September, and December are all expiry months. The exact date of expiration varies, but NinjaTrader provides a warning message when it’s time.
Rolling over in NinjaTrader 8 is much easier than in NinjaTrader 7. In version 8, simply go to the Control Center > Tools > Database Management > all instruments (markets) needing a rollover will automatically appear in the list > click Rollover. If you have any charts open, they should immediately update to the new contract period. If not, go to the upper-left corner of the chart and select the market, e.g. ES 06-17, go to Futures, and select the new contract period.
Do You Have to Roll Over Contracts on the Expiration Date?
Some traders do not roll over on the expiry date. Instead, they wait until the bulk of the trading volume transfers to the new period. This usually takes a a day or more. See the CME website for updated trading volume. As of today (a day after the expiry date), the September contract’s volume is finally greater than June’s.