Automatic Futures Rollover

• 11/21/2020 at 4:51 PM #151146
  Marcel van Vliet

  Hi, On the TWS platform of Interactive Brokers it is possible to select Auto Roll Data for Expiring Futures Contracts (see link or attachment). Is this also possible on the PRT platform?

   

  

  Marcel van Vliet

  Participant

  Topics: 62

  Replies: 98

  Been thanked: 7 times
  12/05/2020 at 12:57 PM #152673
  PeterSt

  Yes. However, I don’t recall ever seeing a setting for it; it goes by default.

  Additionally notice that within PRT we have the Futures ending at “XXXX” (like NQXXXX). These represent the Future in its infinite history. Thus, you could see the performance of the NQ Future of the past 3 years, etc.

  When Futures roll over, and you have a position in them, at the last day prior to the roll over day, a popup will tell you about your positions in them. This requires a bit of attention and (harder to explain) you will end up with both the old and the new Future (the graphs of them) *if* you had the old one on-screen.
  When you have a chart on-screen of a Future but have NOT a position in it, and this rolls over, then the graph will seemingly be replaced with the new Future.

  Regards,
  Peter

  

  PeterSt

  Participant

  Topics: 71

  Replies: 2321

  Been thanked: 700 times
  12/07/2020 at 11:45 AM #152831
  Maverick

  Dear Marcel,

   

  Following your request, please note that ProRealTime Trading does not propose to roll positions automatically.
  Nevertheless, you can close your current position on the previous expiry and re-open another position on the new expiry.

  Otherwise you can chose to do nothing so your open position would then be automatically closed at the expiration date and time as detailed in the window accessible by clicking on the “I” icon at the very top of the ONLY chart which provide quotations for current contracts (eg ES0920).

  We remain at your disposal for any further information you may require.

  Best regards,

  

  Maverick

  Moderator

  ProRealTime

  Topics: 0

  Replies: 42

  Been thanked: 8 times
• Author
  Posts