Thursday, December 10, 2015 is the day to roll over your equity index futures. If you trade the E-mini, you can roll over your contract to the next contract period, March 2015 (ES 03-16 in NinjaTrader). It is customary to roll over the futures contract eight days before the contract expires. This is known as the roll date. The next roll date will be March 10, 2016.
Click here to see the CME page with an explanation and future dates
Click here to see the official rollover instructions from NinjaTrader
The way we roll over futures contracts is as follows. As long the current day is the roll date or you are rolling afterwards, NinjaTrader will know the contract contract to use for any given market at any given time. Keep in mind, this example shows you how to roll to the December 2015 contract. Your new contract will differ, however, the steps are relatively the same. To roll over:
1. Go to NinjaTrader’s Control Center > Tools > Instrument Manager.
2. In the name box (top center of the Instrument Manager), type in the abbreviation for the market you want to roll over, e.g. ES. Click Search.
3. In the result box, click the correct market and the row will highlight. Notice below how NinjaTrader knows to set the Expiry date to the correct value (12-15 in this case). Click the left black triangle / arrow button so that the new ES contract is added to the list on the left. Then click OK. Optionally, you can click the old contract and click the right arrow/triangle button to remove it from the list.
From this point forward, you can open a new chart for the new contract period or switch over your current chart by using the drop-down list in the upper left corner of the chart.