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def, I think I got it. I must be a slow learner, but I'd rather beat it to death here then miss rolling to the new month when trading... Obviously I do have to specify the contract month for my order... my stop price would be way different depending on which month I trade. I don't know what...

def, thanks again for your input. Liquitity is the reason I'm asking for the rule for the front month. I have a daytrading system where I'm putting in my stop order at the open... I keep having to ask my broker around this time of the month to make sure I place my order for the front...

You're right voodoo, So the revised rule is the Thursday before the second Friday of the expiration month?

Thanks def. So it's the second Thursday of the expiration Month with no exceptions? I thought I had seen the rollover on a Wednesday before... would that have been if the expiration Friday was a trading holiday?

Does anyone know what the definitive rule is on which contract becomes the front month for CME equity index futures? I know that the March contract becomes the front month next Thursday, Dec 13th but I wonder if there is some logic to figuring this out. Thanks in advance for your answer.

With their new DDE link, now you can add Interactive Brokers to the mix... I bet no data vendor can beat their price :)

Andy, I'm glad you brought this up. For sometime, I had been watching how the volume on Kospi 200 Options contract has skyrocketed in such a short time to become the most liquid contract on the planet!!! Its growth is simply amazing. If the stats I have read is correct, it's three times as...

vikana, I agree with you a 100%. Here I was all ready to write a simple Java front-end for myself and run it on Linux on my old 266MHz machine. One reason why they might have went with the DDE route is that this opens them up to a lot of proprietary traders that are not programmers but...

Rigel. Count your blessings. I'm online through my stinking MSN dial-up account. How did I ever do without broadband? Two days and counting. MrX, I hope you're right about "no more than 3 or 5" for AT&T...

I don't know if this has been discussed anywhere but I found out some info about the DDE link into TWS. I talked to a rep at the FIA Futures and Options Expo in Chicago. It is currently in beta testing and they will release it in 30 to 60 days. You will not only be able to read the...