December 7, 2017, is rollover day for CME Group Equity Index futures. If you trade the E-mini S&P and related markets with NinjaTrader, you will need to perform the following steps to ensure that you are trading an “active” market. The E-mini (ES in NinjaTrader) rolls over four times a year in a quarterly cycle. Now, we will transition from the ES 12-17 contract period to the ES 03-18 contract period. On March 8, 2018, we will transition to the ES 06-18 contract period. Note that the pictures below have been cropped for space constraints.
How to roll over in NinjaTrader 8:
1. In NinjaTrader’s Control Center, go to Tools > Database Management.
2. In the Database Management window, you should see a list of markets that need to be rolled over. Click the Rollover button, accept any messages, and close the window.
3. Go back to your chart(s) and make sure that ES 03-18 is shown in the upper-right corner. If you still see ES 12-17, click the nearby down arrow, go to the Futures menu item, and select ES 03-18.
At this point, your contracts should have rolled over. Note that markets like the CL roll over on a monthly basis, so it’s always good to check in with Database Management from time to time.
Some traders prefer to wait to roll over until the majority of the volume has transferred to the new contract period. If you want to try this approach, you can monitor recent volume levels on this page.