Updated: May 5
I love futures trading but rollovers can be annoying. I finally have the cheat sheet we have all been waiting for!
Typically we roll futures contracts when the Tradestation continuous contract rolls and we don’t know when this will be until we see it updated on the “day of” using the “Orange C” method.
I was able to get this from Tradestations Data Integrity group. No more “Orange C” methods for now! This will give us the rollover dates for each futures contract in advance and the complete list for 2021! Its not that we couldn’t roll based on our own rules, we just want to sync up with the continuous contract months.
You have to be a nerdy seasoned futures trader like me to appreciate this spreadsheet. Personally, this spreadsheet is very valuable to me and I’m pretty excited to have it. I want to give you access as well!