Ninjatrader 8 say today is rollover day for these instruments.
I think people from Ninja should look at historical dates of when these instruments (and all instruments for that matter, there are many more examples like these) are actually rolled over so the volume is greater than the previous contract month's volume.
For example, if we look at ES at barchart.com:
we can see that there are way more contracts for September than for December. So market participants are still trading mainly on September. Based on my experience, Rollover for these 4 instruments is always on a Friday. Friday is the first day when more people trade on the new contract month than on the previous contract month.
I always have to manually modify the rollover days from those Thursdays to Fridays.
Could this be optimized so the rollover days are based on actual volume data for the various instruments and not some other method?
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