Below is an explanation of the IQ futures contract rollover process as of 7/19/15.
- Day 1: IQ End of Day, S/R Price, and Gap Guides are published daily at 7pm ET for the next trading day.
- Day 1: The current IQ data provider rolls futures contracts after 7pm ET.
- Day 2: EOD, S/R Price, and Gap Guides will remain on the same contract and will not rollover. The 15 minute and 60 minute guides will be produced on the new contract.
- Day 2: At 7pm ET, the EOD, S/R Price, and Gap Guides will roll to the new contract.
- Day 3: All setups now reflect the new contract
Here is the current rollover schedule:
- US Indices: Contract expiration occurs the 3rd Friday of the following months: March, June, September, and December. Day 1 of the above rollover process begins on Wednesday, 1 week prior to the 3rd Friday of expiration. See schedule below.
- Commodities: See schedule below.
2019 Rollover Dates - Click HERE