Euro FX Futures and Options

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I see that there also many algotrader, how do you manage your database? I write down the main futures. Share this post Link to post Share on other sites. I have some cut and paste notes that I made previously probably from these sites Posted January 16, Thanks DUgDug, but i don't have the knowledge how to do this. If someone could explain how to do this for example by es or nq?

Rollover is 8 days before expiration. Expiration is the third Friday of each quarter month March, June, September, December The contract letter associated with each month is: Rollover is usually on the second Thursday of the month but will be on the first Thursday if the first day of the month falls on a Friday Volume shifts to the new contract at market open When and why you should switch from trading one contract to the next?

What else happens on rollover day? Posted January 17, Posted January 19, FWIW my personal approach is: Its all a matter of why you're doing it. I put both contracts up then follow the process above to set the adjustment on the first one. Posted January 20, CSI data - unfair advantage offers this - but its not cheap. Ultimately you should use excel and build your own as there are many ways to do it. Create an account or sign in to comment You need to be a member in order to leave a comment Create an account Sign up for a new account in our community.

Register a new account. Sign in Already have an account? Breakout and Gap Stocks. Error in Analysis Technique. Yen crosses have remained buoyant amid a backdrop of firm global equity markets. Topix and Nikkei are both up 1. Hopes for a breakthrough in the US-China trade standoff continue to run high. After the soothing words from Powell last week markets will get the Fed minutes to digest today, but for now the mood in stocks is perky, with short coverings on the riskier assets underpinning the move higher and Hang Seng and mainland China bourses, which underperformed yesterday, outperformed today.

Support and Resistance Always trade with strict risk management. Your capital is the single most important aspect of your trading business. Please note that times displayed based on local time zone and are from time of writing this report. Want to learn to trade and analyse the markets? Join our webinars and get analysis and trading ideas combined with better understanding on how markets work.

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Always invest in good companies. Such adjustments are done periodically to adjust for changes in currency rates. Interest Schedule Interactive Brokers calculates an internal funding rate based on a combination of internationally recognized benchmarks on overnight deposits ex: Spreads are tiered such that larger balances receive more favorable interest treatment by virtue of smaller spreads to the benchmark Reference Benchmark Rates.

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Please note that this may lead to a net debit short stock credit interest in the event that the costs to borrow exceed the interest earned. Prior Period Benchmark Rates. So you won't see ES going wild prior to expiry in a way CL sometimes does. Hi Fat Tails while any info is good so long as its accurate , and every one appreciates it, I would have thought my advice is actually very helpful. It may not have actually answered his question but I hope he can appreciate the advice.

It was probably a little harsh maybe. I think the recent sub prime example regardless of who why what caused it really should be enough of a reminder that we should understand the underlying basis of the instruments you trade - even if only a good grasp of the basics.

You may not need to know the ins and outs of the crude oil spot market, but to have been wondering about the spot market for years - that was what sparked my response. I have attached a word document that has some information for futures, rolling and longer term trading issues regards backtesting and the effect of backwardation and contango. It is simple and general - if you dont agree with it or would like to add to it feel free to download it, amend it and upload it, noting the changes in the thread Good thread, something all Futures traders should be aware of.

Holding an E-mini contract past expiration is bad enough but holding a physically delivered contract such as Crude or Gold can be disastrous. The CME has a product calendar for all contracts, this will tell you the last trading date and the settlement date.

Light Sweet Crude Oil. Although the near month is usually the most liquid, this is not always the case. Take Gold for example, the near month is June, but the most liquid contract is the August expiration.

Probably why many brokers will simply close out and flatten your position on first notice day. If you have a short position, the danger is not only holding past expiration, but also holding past first notice day, because you may be assigned for physical delivery prior to expiration, depending on the contract details. Often the first notice day is prior to expiry. I would recommend rolling over about a week prior to expiration if you want to keep the position, usually liquidity shifts to the next expiration several days before the contract expires or first notice anyway.

Far as I know, first notice day should always precede the delivery date. Unless the rules have changed over the years We post rollover days here: You need to be a member in order to leave a comment. Sign up for a new account in our community. Already have an account? By Stocks4life Started January 7, By daytrade Started August 28, By charith Started March 26, By using this site, you agree to our Terms of Use.

Posted September 8, Rollover is 8 days before contract expiration. Rollover is usually on the second Thursday of every month. However, if the first day of the month is a Friday, the rollver day will be the first Thursday of the month. Expiration day is the 3rd Friday of the following months: March, June, September, and December. The contracy symbol associated with the expiration months are: Make sure you trade the correct contract.

You should be able to notice by the lack of liquidity in your underlying instrument. If you are swing or position trading several days before rollver, make sure to use the newer contract instead. Share this post Link to post Share on other sites. Posted March 3, Thanks th - good info. Rollover date remains Thur. Posted March 11, Question about rollover dates for some commodities, bonds, forex futures contracts. If anyone has the correct scoop or knows where to find it for the following contracts, I'd be very grateful: The exchanges and your broker should have the last "tradeable" dates for each contract.

Posted March 14, Further details can be found here: First notice days for ZB can be found here: Here are the first notice dates for GC: Fat Tails, Thanks for the extremely valuable information, and the links as well. Besides there is a small mistake on my previous post: Posted March 15, Tasuki - please take this in a positive light This answer is correct, but does not help Tasuki, LOL.

Posted April 12, I hope it helps anyone get started in answering some questions regards the issue.