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Please help me understand ##-## expiry

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  • NinjaTrader_CalH
    replied
    Tupchurch,

    Thank you for your note.

    You can use the Continuous contract for whichever purpose you need. These are affected by the Merge Policy with NinjaTrader.

    The Continuous contract rollover is dependent on the data provider and what they use to classify the rollover.

    Let me know if I can be of further assistance.

    Leave a comment:


  • tupchurch
    started a topic Please help me understand ##-## expiry

    Please help me understand ##-## expiry

    This appears to be an all inclusive expiry. I am guessing you can't trade from it, but might be useful for charting only or back testing. Is this correct? Are standard CME rollover dates used when building the 6E ##-## instrument and loading it on a chart? Thanks for your help.

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