I think a continuous contract should have rolled over, but the Rollover Monitor still shows old contract.
The Rollover Monitor is dependent on data from the TS servers, and those servers are not always in sync across the globe. TS does not publish when they will roll a contract forward, so we are at the mercy of their data services and, once those servers show the next continuous contract using the next forward contract, we know it is time to roll over.
For example, I have seen situations where a micro index has rolled, but not the primary contract. The Rollover Monitor connects directly to the TS data server for it’s information. So if the contact should have rolled but the Rollover Monitor displays the old forward contract, it means that the data on the server your system is connecting to has not yet been updated with the new continuous contract.
This is why the Rollover Monitor polls the TS servers multiple times per day even though it should only strictly be necessary once per day. I want to capture the point of the rollover as soon as TS servers are updated with that information.
There are several ways that you can confirm the current status of a continuous contract if you think that the data on your system is not updating:
1. Click “Update now” on the rollover monitor:
2. Load the continuous contract on a chart and view the forward contract associated with it:
3. Switch to real-time data or vice versa to delayed-data and re-poll using the Rollover Monitor. I have seen discrepancies on TS servers between real-time and delayed data. Both are updated at different times!
If you do not yet see a contract rolled forward, rest assured that the TS servers will eventually synchronize with the new data. It will eventually occur well before the expiration date, giving us time to roll our live positions forward!