Rollover in EdgeProX
Rollover in EdgeProX
Global Rollover Settings
Let's start with exploring General Rollover Settings. These can be found via Clicking:
Configure >> Preferences >>Historical Data
Configure >> Preferences >>Historical Data
If you solely trade Equity Indexes you can set this to 5 days prior to expiry. If you trade other products as well, you can either get the official roll date via the exchange website, see CME's Equity Rollover Date's link as an example: https://www.cmegroup.com/trading/equity-index/rolldates.html Or you can keep the General Settings to Volume Based Back Adjusted Rollover settings. Please see the images below for the two recommended general settings:
Official Date Rule Rollover for Equity Indexes:
General Volume Based Back Adjusted Rollover settings:
Continuous Contracts Trading Hours and Rollover Settings
For the continuous contract, please see the images below to ensure you do not end up with an open position in an expiring contract
Trading Hours for Continuous Contracts
There are no default trading hours assigned to continuous contracts in EdgeProX. Therefore, it is treated as a 24 hour market, opening and closing at 00.00. To change this, please assign the correct trading hours to your instrument, please see the example below for @ES continuous contract:
Rollover Settings for Continuous Contracts
Once you are certain the settings above are correct, click Next and specify the 'Rollover Settings'. Please see the image below:
Expiring Contract Rollover Settings
During rollover, we are concerned with front month contract entering expiry which requires traders to roll over to the next contract.
For example, if ESU3.CME or EPU23.CME is approaching rollover, we would need to rollover the instrument manually by clicking Right Click on the Chart, then selecting 'Roll to Next Contract'. Please see the images below:
To do this for all chart symbols, please take a look at the images below:
Right click on the chart symbol you are looking to roll over and then click 'Rollover to Next Contract', selecting all options.
When adjusting using specific amount, check out Edge Clear's twitter page for rollover difference.
This difference can also be calculated by taking the difference between expiring and front month's settlement as on Friday before the roll.
When adjusting using specific amount, check out Edge Clear's twitter page for rollover difference.
This difference can also be calculated by taking the difference between expiring and front month's settlement as on Friday before the roll.
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