Roll Over CME Futures in NinjaTrader 8 Instructions

June 11, 2020 is rollover day for the E-mini S&P 500 (ES) and other popular CME Group equity index futures. If you don’t know what that means, you need to switch from the ES 06-20 to ES 09-20 on June 11, 2020 or soon after because the actual expiration day of the ES 06-20 contract is June 19, 2020. Some traders prefer to wait until the majority of the volume has transferred to the new contract period. This tends to occur within a few days after the roll date. What happens if you don’t roll over? Well, price action will start to look a bit odd. You’ll see a lot of doji candles. Eventually, you won’t get live data. You won’t be able to place real-time trades. Normally, NinjaTrader produces a popup letting you know it’s time.

So how do you rollover your NinjaTrader charts? It’s easy. First, you probably don’t want to have an open position, so gracefully exit open positions or wait for an opportune time. Go to the NinjaTrader Control Center > Tools > Database Management > click Rollover > wait until you get a message > you’re done! Go back to your charts and you should see they are now all the new contract period. Keep in mind, you need to follow these steps on or after the rollover date, otherwise the rollover “won’t appear” in the list. Watch the video as a visual explanation is better.

If you’re bored and want to look at all of the roll dates already programmed into NinjaTrader 8, go to the NinjaTrader Control Center > Tools > Instruments > type in ES > click the E-mini S&P 500 Futures listing > edit (at the bottom) > scroll all the way down until you see the contract months section > click 66 rollovers (or whatever number appears) > in the left panel, click the next contract period (i.e. 09-20 in this case) > notice that the rollover date is “06/11/2020” in this case. Wow! What a process, but it saves you from looking it up online if offline work is more your thing.

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