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Pacifica, CA
Experience: Advanced
Platform: AmiBroker, TradeStation, NinjaTrader
Broker: Options House
Trading: Futures, Stocks
Posts: 34 since Jun 2009
Thanks Given: 68
Thanks Received: 44
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I've created a Futures Rollover Rules Google Docs spreadsheet for anyone to edit/view. Feel free to help contribute to this spreadsheet and/or provide feedback via this thread. Its just a tool that has helped me at times but I'm sure there are some missing holes of knowledge and much more futures contracts besides the ones I've documented so far. I tried to obtain the futures roll knowledge by reading the actual futures contract specification documented by the exchange that hosts that symbol (e.g., CME, ICE, etc.).
https://spreadsheets.google.com/ccc?key=0AiY2bYKVjF72dEw1b09xTzZYQ0JVY2JJd0lFdU80enc&hl=en
JD
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