This rollover calendar, updated every day, gathers the most frequently traded US futures contracts (CME/CBOT/NYMEX/COMEX/ICE)
- The All Fronth month tab provides the symbol of the current front month contract for both Rithmic, CQG, Interactive brokers data feeds. The rollover date is the one to be used by Investor/RT subscribers relying on our DTN MA historical data backfill services
- For each of the 4 other datafeed tabs, the blue column highlights the symbol of the current front-month contract, as per the rollover calendar rules used by IQFEED / DTN MA to build their continuous contract.
- The red cell is the next rollover date (end of day) for that front month contract
- For a given market/exchange, all futures with similar rollover calendar are gathered in the same table
- The first column is always the DTN continuous symbol: if you use DTN MA historical backfill services, this is the symbol you will find back as "downloading alias" in your futures instrument setup (if you use IQfeed, this is most likely the main symbol you use for all charts)
For the rollover procedure itself (to be performed ideally after the market close of the rollover day), please review this page
Reminder : this rollover calendar is the one valid for Investor user relying on our historical data back fill service (DTN MA)