If you trade the E-mini S&P 500 Futures, remember that you will need to roll over to the next contract period (December, 2013) by September 20, 2013. On September 20, 2013, the current contract period expires. Note that it is possible to switch over earlier – you can visit the CME’s website and compare the volumes of the two contract periods (Sep 2013 and Dec 2013). When Dec 2013 volume is greater than the Sep 2013 volume, you can switch. At the moment this is written, the December volume is only 11% of the September volume, so it is much too early. You can always find the contract expiration date for any future by visiting the CME Group website, searching for the future, and clicking on the Product Calendar for the selected future (also called a product, market, or instrument). For example, the December 2013 contract will expire on Dec. 20, 2013.
How to Trade the New Contract Period in NinjaTrader
1. Go to NinjaTrader’s Control Center > File > New Chart
2. In the Data Series window that appears, type in the instrument symbol and the desired contract month, ex. “ES 12-13”
3. Click the New button below, configure your chart settings as desired in the right panel, and then click OK
4. The chart with the new contract period is now displayed. To keep the new chart persistent through NinjaTrader restarts, save your workspace via NinjaTrader’s Control Panel or opt to save your workspace when you close NinjaTrader.
If you would like to make the new contract month selectable as part of your instrument list, use the alternative rollover method described here.
If you are using a different platform like thinkorswim or TradeStation, your futures contract will likely automatically roll over (but check with the support team of your platform).