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Capstone Trading

Rollover Alert for Stock Indexes to March 2023

It is New Years for the Stock Indexes as the December contract expires and March will be the new front month for tomorrow's trade. You will see an Orange C in the upper left corner of any continuous contracts such as @NQ or @ES. It looks like a gap up in the overnight session but it is really the difference between the December 2022 and March 2023 contract. Back adjusted futures contract adjust for that gap since we roll to the new month. To get rid of the Orange C, right click and select, apply corrections to symbols in this window.


For automation symbols we are not using the base continuous contract but the following symbols need to be changed and then you will need to close and re-open your workspace. If you see a yellow PD after opening the workspace, it is best to wait for the yellow PD (pending data) to go away and then close and re-open the workspace again. For strategies that use multiple data series we are only changing data1.


For E-Minis

@ESZ22 changes to @ESH23

@ESZ22.D changes to @ESH23.D

@NQZ22 changes to @NQH23

@NQZ22.D changes to @NQH23.D


For Micros

@MESZ22 changes to @MESH23

@MESZ22.D changes to @MESH23.D

@MNQZ22 changes to @MNQH23

@MNQZ22.D changes to @MNQH23.D

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