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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Eurostoxx continous contract rollover EX#
Author Topic: Eurostoxx continous contract rollover EX# (2 messages, Page 1 of 1)

cunparis
-Interested User-
Posts: 29
Joined: Jan 1, 2009
Posted: Jul 2, 2010 02:45 PM          Msg. 1 of 2
I'm looking at the EX# data around the rollover date and I don't see when this rolls over. I'm comparing the data to tradestation non-continuous.

I'd like to know in general, when are the eurostoxx & dax contracts rolled over in the continuous contract?

I'd like to adjust mine for the calendar spread but not sure where to do it.

gboos
-Interested User-
Posts: 9
Joined: Nov 16, 2009
Posted: Jan 21, 2011 04:31 AM          Msg. 2 of 2
They are rolling on the 3rd Friday in the HMUZ. Trading in the old contract will be able until 1pm (FDAX) and 1200pm(FESX) on this Friday. Recommend to move after Thursday close.
 

 

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