How to Roll Over Your Futures Contracts

It’s just about roll over time! The official roll date for E-mini futures is June 7, 2018. This means that the E-mini and other popular index futures will switch to a new contract period. In this case, the E-mini will use the September contract. In NinjaTrader, this means that you’re switching from ES 06-18 to ES 09-18. Fortunately, rolling over contracts is a straightforward process.

Be sure to follow these instructions on June 7, 2018 or soon after. The market volume is in the process of shifting to this new contract. Some traders prefer to wait until the majority of the volume is in the new contract before trading it. You can compare the volumes on this page. As of writing this on June 6, 2018, the volume of “JUN 18” is 993,196 compared to “SEP 18” at 62,254.

How to roll over:

1. Firstly, go to NinjaTrader’s Control Center > Tools > Database Management.

2. Next, if you are following these steps on June 7, 2018 or after, you should see the ES in the futures instruments list. Click the Rollover button and NinjaTrader will magically roll over your contracts.

3. Close out of the Database Management window and go to your charts. You should see that your E-mini chart is now ES 09-18. If not, you should be able to select it from the drop-down.

Remember that futures contracts expire on a quarterly cycle. The next time you’ll need to roll over is September 13, 2018. Click here for future dates. At that time, you’ll roll over to ES 12-18. What happens if you trade a contract after the roll over? Well, eventually, you’re going to see many dojis and erratic looking price activity. This is a sign you need to roll over as soon as possible. It’s best to check with your broker if you placed trades after having missed the rollover date by a few days.

2 Comments

  1. John Paul July 6, 2018
  2. Levi Bass July 6, 2018

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