DTN has been doing a great job of rolling over their continuous contract symbols that I was a bit surprised when globex opened and it appears that it is still using Sept contract data. Do you plan to roll these over before the open tomorrow? I did like the way it was being done the past few roll overs of opening globex with the next contract. Hope someone isn't asleep at the switch on these continuous contract symbols.

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Tradinoncoffee

Thanks for the report.

It looks like all of these have rolled to December contracts currently.

Here is what I got from our Market Integrity dept as to the roll over problem.

Rollover process for these contracts has a Flaw. The rollover process does take place but with the pricing values only. The problem is when the contacts are rolled ie SEP to DEC, the Future description does not roll until a refresh is received. The description is fundemental data and requires a seperate refresh. To simplify, the contract pricing values will roll and be displayed. The Description will not roll resulting with a SEP contract with DEC data.

I hope this helps.

Well, I'm a wee bit confused...

Usually, my Interactive Brokers flashes a rollover option, but didn't do that today.

When I look at ES & NQ, today's volume is still slightly higher for the September contracts than December.

It it possible something has changed with regard to roll over of most active contracts? Maybe tomorrow is the day?

This evening IB software offers up the automatic rollover to the Dec contracts.