NQ and MNQ-Interactive brokers?

A

antares66

Just noticed that i don´t get any data for NQ and MNQ on IB. It happened suddendly some minutes ago, before that it was fine. ON TWS i only see "???" Has someone the same issues today?
 
I had to restart the TWS to get the future data again. This was the first time that within a trading session the data stream stopped. But data for stocks were available. Very strange. I must switch to another data vendor/broker. CQG seems to be a must have.
 
Sounds like a data connection issue. I had a similar problem on my IB TWS too a few weeks ago ..... it turned out to be a faulty ethernet lan cable.
 
antares66 said:
Rollover day is one week ahead. 03.19
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No, rollover day was this past Friday, as SOP by the institutions. LTD is next Friday, 3/19. You can still trade the thing next week, but volume is going to dry up and spreads are going to widen all next week on the March contracts.
 
Overnight said:
No, rollover day was this past Friday, as SOP by the institutions. LTD is next Friday, 3/19. You can still trade the thing next week, but volume is going to dry up and spreads are going to widen all next week on the March contracts.
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My fault, I mistook rollday with expiration day. But rollday was last thursday, not friday. Always 8 days before expiration;
 
antares66 said:
My fault, I mistook rollday with expiration day. But rollday was last thursday, not friday. Always 8 days before expiration;
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Roll day is when the volume flips on futures contracts. And this quarter, it was Friday morning on my screens. *shrugs* Just because the CME lists a convention, does not mean it always follows. Glad you got the LTD sorted out though.
 
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