tomorrow is rollover day

Quote from high99:

OK you two. I will be hitting 60 years old next month. Can you top that?
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Amazing! and somehow you still managed to find your computer this morning.

The first thing I'm going to do when I hit 60 is to buy one of those flying cars they say will be on sale by then.
 
For daytrading purposes, it's fine. Not a big discrepancy, futures are well correlated. Volume decent enough. One thing I do have to do is go back since I keep stats on days' range, iqFeed doesn't rollover at the same time.

Quote from oldtime:

yeah, but they did it yesterday, that's ok if you're just watching and not actually trading
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Nothing critical about rollover "day". Both the expiring and next quarter contract trade adequate volume for at least a few days after the later contract becomes most-active.
 
For my future reference, and for anyone else who may find this useful:

Thursday 13 September
at 11.43am

EUR futures expire Mon 17 Sept

EUR Sep 2012 185k contracts
EUR Dec 2012 95k contracts

ES futures expire Fri 21 Sept

ES Sep 2012 843k contracts
ES Dec 2012 474k contracts
 
Quote from Scataphagos:

Nothing critical about rollover "day". Both the expiring and next quarter contract trade adequate volume for at least a few days after the later contract becomes most-active.
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Yes, but at what spread?
 
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