Futures contract rollover — what happens and what you need to do

Futures contracts have expiration dates, and trading activity migrates to the next contract month at regular intervals. This is called a rollover. Vector announces the main rollover dates ahead of time, but the actual contract migration is something you handle on your setup.

What is a rollover?

A futures contract has an expiration date. As that date approaches, traders shift volume from the expiring contract to the next contract month. Once the rollover is complete, the older contract has very little volume and the new contract becomes the active one.

Different instruments roll over on different schedules:

• Equity index futures (NQ, MNQ, ES, MES, etc.) — these are on a quarterly cycle, with active contracts in March, June, September, and December. So rollover happens about four times per year for these.
• Energy and metals futures (CL, GC, NG, and similar) — these typically roll over monthly (or more frequently), since most months have a listed contract. If you trade these, rollovers come up much more often than they do for index futures.

The exact rollover date for any given contract varies — it's not a fixed calendar day. Volume migration is driven by market activity around the contract's expiration window. The practical "rollover day" depends on the instrument and the specific contract's expiration schedule.

What Vector announces

Vector announces the quarterly rollovers in the Discord #announcements channel ahead of time. The vast majority of clients trade NQ and MNQ, so those quarterly announcements cover the rollover schedule that applies to most of you.

Either way, performing the rollover on your end uses the same methods described below.

What you do

Performing the rollover on your end is straightforward — there are two efficient methods for handling it. Don't change the contract manually on each chart one by one: that's tedious and easy to miss something. Use one of the two methods below instead.

Method 1 — Through NinjaTrader Control Center

Use the rollover tool inside the NinjaTrader Control Center. This handles the contract migration in one place rather than chart-by-chart. Specific menu paths can change between NinjaTrader versions, so refer to the rollover video for the current walkthrough.

Method 2 — Accept the rollover popup on platform restart

Around the time of rollover, NinjaTrader displays a rollover popup when you restart the platform. Clicking OK on that popup applies the rollover for the affected instruments automatically — generally the simplest method if you happen to restart during the rollover window.

If you run into trouble

If you've followed both methods above and still see issues — strategies not firing on the new contract, charts staying frozen on the old contract, errors during migration — open a ticket at http://support.vectoralgorithmics.io/. The team can help finish the migration if the standard methods aren't working for your specific setup.

Related

• Why Didn't My Strategy Fire Today? — covers the "strategy not firing" symptom that's commonly caused by an incomplete rollover.
• Your Daily Calls with Vector — daily calls around rollover days often cover any specific notes for the upcoming transition.

Video walkthrough

How to rollover contracts