Is it better to roll over index futures during non-regular hours instead of regular hours?

[Overnight]

Your broker doesn't have a rollover function to do both at the same time?
If not, just call the trading desk and they'll do it

That would maybe apply if he was in an exchange-supported intra-calendar spread.

But I sense that is not what he is asking.

Going to have to throw him a @bone on this one. Hehe

 

[HobbyTrading]

Suppose I have sold 10 front-end index contract. I want to roll over to next month contract. Sounds simple. Buy 10 front-end contract, then sell 10 next-month contract. My worry is this. What if after I buy 10 front-end contract and before I get to sell 10 next-month contract, the price suddenly make a big move.

With this worry in mind, is it better to do roll over when market is less active during non-regular trading hours? I expect big moves in price is far less likely in non-regular trading hours.

What time of day do elitetraders here choose when doing roll over?

If you can execute both orders within a very short time span you would not have the risk of a sudden spike in price (e.g. within a couple of seconds). Neither during nor outside regular trading hours.
Executing your trades outside regular trading hours carries the risk of being exposed to wider bid/ask spreads. This will make you lose money on both the position you are closing, as well as on the position you are opening. Most likely is the bid/ask spread smaller during regular trading hours.