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