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  • hana_maui
    started a topic Futures Symbol

    Futures Symbol

    I have a question.
    And sorry for my bad English.
    I don't know the proper technical terms to express this.

    I'm aware that for ES, if you type ES ##-##, you will get the front month continuous instrument (automatically rolled over to the new front month at expiry).
    <Question>
    Is there any way to get the "second to near month" continuous instrument?

    Right now, the front month is March 19 so ES ##-## will now refer to ES 03-19
    The "second to near month contract" I want now will be ES 06-19.

    After expiry of the March contract, ES ##-## will now refer to ES 06-19
    I want my "second to near month contract" should refer to ES 09-19

    Would appreciate it if you could kindly advise.
    Thanks.


    hana_maui

  • NinjaTrader_RyanS
    replied
    Hello hana_maui,

    For continuous contracts, the front month will be determined by the data provider as well as the roll date to the next contract. If you would like to edit the roll dates, you would want to use the 06-19 contract and manually edit the rollovers. This can be done by going to Tools>Instruments, selecting the instrument, then clicking the 'edit rollover' option in the instrument settings.

    Please let me know if you have any further questions.

    Leave a comment:

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