Expiration date of a futures contract
In order to change the expiration date of a futures contract:
- Open the Instrument Escort from the graph via clicking the instrument symbol or by using the main menu Tools -> Instrument Escort.
- Find the desired instrument using the Symbol search cell ot the instrument selection tree.
- Change the date in the Contract cell in the Details tab.
In addition user have possibility to change contract date in Future Calendar. Just Right Mouse click on a Contract field opposite interested symbol:
You can check the expiry date for each future contract beside the instument name in a chart toolbar.
Additional options available for datafeed TeleTrader
Continious Contract is preset, if any of the three other options (see screenshot) was chosen, the number 1 to 3 will be added to the Mapped Symbol.
AgenaTrader allows you to set a futures rollover alert. More information about futures contracts can be found in the section Futures.
Definition for contracts:
Continuous CC = continuous contract
FrontMonth FM = actual contract according to calendar only
Next = upcoming contract according to calendar
NextOn = contract after next according to calendar
Setting options are quite similar or even the same for Teletrader and Taipan.
As described in Taipan connection guide, you can choose in account settings, if you want "CC" or "FM". Whatever is chosen there, will be regarded as default setting afterwards.
Switching from one contract to another
Changing the expiration date
If you wish to extend the existing expiration date to the next expiration date for an FDAX instrument, you must disconnect all data feed and broker connections. After changing the expiration date and reconnecting you will see the data from the new futures contract.
The same instrument with a different expiration date
If you wish to see both expiration dates for a future contract for the same instrument follow these steps:
- Find the desired futures contract in the Instrument Escort.
- If, for example, you wish to see FDAX 09.JJJJ and FDAX 12.JJJJ simultaneously, change the name of one of these instruments (e.g. to "FDAX-NEXT") and set the new expiry date as 12.JJJJ, then click the Save button.
By doing so you create the FDAX with the Contract date 09.JJJJ and the FDAX-NEXT with the expiry date 12.JJJJ, both of which can now be found within the instruments.
Volume Based Rollover
For CME instruments, expiry with the most Volume settlements will be marked by yellow (in case you haven't set it yet for the selected instrument). With this data, the user may easily switch to the most popular expiry.
To manage this user should first import mappings for CME Manager.
Important! Volume Based Rollover will be available in AgenaTrader version 2.7