Statistics-which contract to use


#1

I am trying to run some stats on indexes…which contract should i use? ES-mini-12-13 or ES-mini-0314? Both are completely different. here a sample (US Equities RTH) for 12/12/2013 - emini 12-13 12/12/2013 4:00:00 PM,1780.5,1783.25,1771.75,1774.75,1103768, for 12/12/2013 - emini 03-14 12/12/2013 4:00:00 PM,1774.75,1776.75,1765.5,1768.75,351555, which contract to use for a more accurate stats?


#2

Use the contract that corresponds to the time period that you are testing. 03-14 became the front-month contract a few days ago. NADEX rolls to 03-14 on Monday 12-16.


#3

is there a way to know when are the rollover dates for ES, YM, NQ and TF for 2013


#4

I found this image online.



#5

we post the rollover dates for nadex contract in the calendar under the scanner link - nadex calendar -showing current ones and historical ones on the calendar page

fx roll dates cme link:

cme future roll dates link:

regardless of cme roll if trading nadex trade the contract listed as the dates can and often do vary