I wasn't aware of an ES type continues contract that was
actually tradeable? For years on Tradestation for example there's
the ES continuous but it's for plotting, you can't trade it. You
can only trade the quarterly contracts Mar, June, Sept, Dec
contracts. Obviously some of these brokers now may have a custom ES
futures product that automatically rolls over would be my
guess.
the way I've always dealt with it - if a trade is held through a
futures contract expiration, at some point in time close to that
time I close out the one and reopen the same position in the other
- trying not to get too much slippage in doing so; sometimes I get
better prices and sometimes worse
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Futures question please: Is the
Posted by lhartell on 8th of Jun 2022 at 09:05 am
Futures question please: Is the any advantage in using a monthly or expiring contract over the continuous contract (other than convenience)
I wasn't aware of an
Posted by matt on 8th of Jun 2022 at 09:30 am
I wasn't aware of an ES type continues contract that was actually tradeable? For years on Tradestation for example there's the ES continuous but it's for plotting, you can't trade it. You can only trade the quarterly contracts Mar, June, Sept, Dec contracts. Obviously some of these brokers now may have a custom ES futures product that automatically rolls over would be my guess.
the way I've always dealt with it - if a trade is held through a futures contract expiration, at some point in time close to that time I close out the one and reopen the same position in the other - trying not to get too much slippage in doing so; sometimes I get better prices and sometimes worse