• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Historical Rollover Dates

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    Historical Rollover Dates

    Howdy--

    Does anyone have an Excel file, web link or some other source for a historical breakdown of last trading days or rollover dates. I understand that rollover dates are not official.

    I'm looking to add a bunch of historical data, however I'm not sure what each rollover (into) date should be. I'm just looking for some guidance.

    It's one thing to create new quarterly ES expiries going back to 1999, but it's another thing to create new monthly CL expiries going back to the 1980s.

    Thanks,

    Aventeren

    #2
    Hello Aventeren,

    Thank you for writing in.

    We are not currently aware of such a list that will show the roll over dates clear back into the 1980's, although there could be one to be found in the web or from another user.

    However, more current rollover dates can be found at the below link.

    http://www.cmegroup.com/trading/equi...rolldates.html

    Please let me know if I may be of further assistance.
    Drew O.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Emma1, Today, 02:42 PM
    0 responses
    1 view
    0 likes
    Last Post Emma1
    by Emma1
     
    Started by RedDuke, Today, 01:59 PM
    1 response
    14 views
    0 likes
    Last Post NinjaTrader_Kate  
    Started by MarianApalaghiei, Today, 01:18 PM
    1 response
    13 views
    0 likes
    Last Post NinjaTrader_PatrickG  
    Started by williamzz, Today, 01:00 PM
    1 response
    6 views
    0 likes
    Last Post NinjaTrader_Jim  
    Started by edmata1109, Today, 12:40 PM
    1 response
    14 views
    0 likes
    Last Post NinjaTrader_Kate  
    Working...
    X