IMPORTANT UPDATE - June 11 - 2 pm ET (post #2)
We just received an update that DTN has just decided today to adjust its rollover date today to match the date as published by CME here
If you have already proceeded with the change below, you may keep it at such tomorrow - IF you are reading this page for the first time, then proceed with the usual rollover operation this week-end (and don't follow the indication below)
IMPORTANT NOTICE - To all Investor/RT subscribers relying on DTN continuous contracts symbols (ie DTNMA or IQ feed subscribers) - (June 11 - 7 am post #1)
We would like to remind you that CME Equity index expiration date (ES, NQ etc) is taking place on June 18th, because of Friday June 19th holiday, as highlighted in our rollover calendar
https://www.linnsoft.com/support/rollover-calendar
Therefore, the DTN rollover date for these contracts (which is always scheduled 5 trading days ahead of expiry as per DTN rules for these symbols), will take place tonight Thursday June 11th
If you
- currently trade ESM6 or NQM6 with Rithmic or CQG as main datafeed, and have @ES# and @NQ# as DTN downloading alias in your Instrument setup
- wish to keep trading the June 26 contract tomorrow Friday June 12th (until the close)
then you need to adjust today (ie, before the cash market close on June 11th, and while you have stopped the data feed) by editing the instrument setup window (right click on the chart > Setup > instrument) the DTN symbol (used for any DTN MA backfills) temporarily to @ESM26 or @NQM26 so that any historical download taking place tomorrow morning (Friday morning) still returns in June contract data. If you don't do that, any Friday download on an ESM6 charts, using the @ES# symbol, will start return the September contract price, creating a gap in your charts
https://www.linnsoft.com/support/all-about-futures-rollover-investorrt
If you do so, you can follow the usual rollover procedure during the week (after bringing back @ES# as the DTN download alias). OF course, to keep the current historical data you have for ESM6 in your database, don't do a full data download (while the DTN download symbol is @ESM26)
An alternative is to do the rollover procedure Thursday night and start monitoring the September contract from Friday onwards
Final remarks:
- for IQ feed subscribers (who use IQ continuous symbols directly as their chart main instrument), you need to use @ESM26 on your chart to keep getting June contracts price ( a possible trick is to rename temporarily @ES# as @ESM26 and then change again this weekend)
- The same DTN rollover issue (ie rollover taking place on Thursday night and during the week) already took place in 2024 and 2025. Good news, for the 3 coming years (2027 to 29) , June contract will expire before June 19th (as this was the case in 2022 & 23), so DTN rollover will be in synch again with the week end (and the CME roll over calendar recommendation).Issue has already been raised to DTN support team, but no changes to their rollover calendar for their continuous contracts have been made so far (This issue is impacting every 3rd party software using DTN continuous contract symbol)