OVERVIEW: With futures instruments it is necessary to "rollover" each time a new contract month becomes front month. The exception to this is if you use a continuous contract from your data vendor, in which case the rollover is handled directly through the data feed from your vendor, and the MarketDelta software is not involved. Continuous contracts are popular and recommended methods for users of such feeds as DTN's IQFeed. If you use a continuous contract and want an explanation of how it is calculated or gap-adjusted, please contact your data provider directly.

For specific front-month contract symbols, however, you must alter them in MarketDelta.

Lets say your are trading ESZ1 and you want to rollover to the March (H) contract.  There are a couple of ways to accomplish this in MarketDelta:

1. Open any quote page that contains ESZ1, e.g. the ".Futures" quote page.
2. Right click the symbol to rollover and choose "Rollover Future".
3. Enter the new month and year.
4. Click Proceed to complete the rollover.
5. Right-Click on chart > Go to Download Data Menu > Select Full Data

      OR

1. Open any quote page that contains ESZ1, e.g. the ".Futures" quote page.
2. Click once on the ticker symbol ESZ1 to edit the ticker cell. 
3. Change the Z to a H. If rolling from one year to the next the year would need to be changed as well. 
4. The symbol should now read ESH2.
5. Press the enter key to complete your edit of the ticker. 
6. MarketDelta will ask you if you wish to Add ESH2 as a new instrument, or modify ESZ1 to ESH2.  It is suggested that you just  “Modify”. This way, all of the historical data formerly kept under ESZ1 will then belong to the ESH2. ESZ1 will no longer exist as symbol in MarketDelta.

IB Users Only: Make sure that the quote page shows the columns “Name” and “Expiration Date”. If not, right-click on any column title and choose “Add a Column”.  You also need to edit the Name and Expiration Date cells in the quote page. The name is just descriptive text for the symbol, won’t hurt anything if you don’t change it, but if the name contains “June” just for documentation sake you should edit it to read September. The important thing is the expiration date since IB uses the date to know which contract you want. Edit the 12 month to 03 for the March contract.

DETAILED INFORMATION
It is recommended that you make your rollover symbol adjustments between trading sessions with the data feed connection off (working offline). Then start the feed and you will begin receiving data for the revised symbol(s). If you perform rollover(s) while the data feed is active, afterwards it is necessary to stop, then start the data feed so that all charts and quote pages will begin receiving data on the new contract expiration. This can be done quickly by clicking on the Start Data button on the main toolbar.

Note that ticker symbols are stored with chart setups. When you open a chart that was formerly associated with ESM8, Market Delta will find that ESM8 no longer exists and it will just substitute some other symbol from those you are following. When this happens, simply type ESU8 and press enter to switch the chart to ESU8.

Downloading historical data for the new contract for the period BEFORE the rollover data is not recommended since the thin trading of the new contract in the past will replace the former contracts trading.  After rollover, if you need to download historical data, make sure the download begins on the rollover date, not earlier.  This can be done in the data download window or by downloading from a chart that displays only the current session for example.

One cautionary note: after rollover, it is important that you avoid downloading historical data into the chart for the period prior to the rollover date. It is advisable that you turn off automatic downloading (Setup: Preferences: Charts: General) unless all of your charts are for the current session only. If you have a last ten day intraday chart open, for example, and downloaded data, any data for the period before the rollover would replace the former symbol's data. For this reason we recommend using the data download window to request historical data since there you may specify the exact beginning date of the download and in general better control the downloading period. Another technique is to use the File: Export command to export 1 minute bars for the contract immediately after performing the rollover. This exported data will then be available in a text file and may be easily imported using File: Import: Data if necessary.