Here you go. Also, your broker should tell you when the expiration is about to happen. NinjaTrader (my platform of choice) does.Is there a reference source that I can use to determine the exact date when I should switch the monthly/quarterly expiration of the futures contracts I am trading? I believe this is based on the number of contracts being traded of the different expirations, but that is more of a hit-or-miss when the volume starts to shift.
I have an automated system for trading various Index and Commodity futures and I'd like to program this change so it is handled automatically.
Thanks in advance for any responses.
https://www.shadowtrader.net/futures-rollover-dates-futures-trading/