YM Contract Symbols

[brownsfan019]

Robert - like Soul said, you just need to pay attention to the DOM and your chart. Knowing the exact date of rollover is not important if you simply follow your charts and make sure your DOM reflects that chart. Volume will start to pick up on the forward contract before the current contract expires, so you will always be moving with the highest volume contract.

I understand you want the details on dates and rollovers, but if you day trade, that is not important. What's important is trading the contract with the highest volume currently.

[Robert2617]

So tomorrow should be rollover day right?

[Soultrader]

Yep.. make sure to change your contract symbol. Volume should be in the new contract.

[BocaTrader]

Does anyone play the morning Gap on a Rollover day? 3/7 to 3/8 gap is different on today's TS charts than it was yesterday... so which gap is "correct" to play?

[GCB]

Robert,

I use the current symbol for my everday trading and the continuous symbol (@) on any chart for which I want see historical data, since the current symbol only goes so far back. For example, if you want to look at two years worth of YM data for backtesting then use the continuous symbol. The continuous symbol will allways be in sync with the latest symbol after rollover day. (The prices vary between contracts and the continuous symbol has to be adjusted to match the latest symbol. This all happens on rollover day so the continuous can be squirrelly on rollover day and I don't use it at all on that day.)

Since I have linked my radarscreen, charts and order bar, when I click on the radarscreen symbol its changes them all, including the order bar, and since it does no good to have a continous symbol in the order bar (you cannot place an order on the continuous symbol) I used only the actual contract symbols here.