On Sep. 8, 2016, you will need to roll over your CME equity index futures contracts (including the E-mini S&P) to the next contract period, December 2016. In NinjaTrader, this period is listed as ES 12-16. The next roll date after this is December 8, 2016, at which time, the March 2017 contract will be the new contract.
Click here to see the CME page with an explanation and future dates
Click here to see the official rollover instructions from NinjaTrader
Note: if you’re encountering issues getting live data after rolling over, go to this link, select your NinjaTrader version, and follow the nine or so steps to correct the contract date.
Here is how 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. If you are rolling over on the roll date or after, notice below how NinjaTrader knows to set the Expiry date to the correct value (09-16 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.
