Automatic Futures Rollover

When specified in Global Configuration, the system automatically rolls soon-to-expire futures data lines to the next lead month. Approximately three days prior to expiration, the new lead month contract will be added to quote monitor. Approximately one day after the contract expires it will automatically be removed from the display.

Additionally, you can instruct TWS to cancel open orders on expiring contracts. If you have the auto-roll option selected, anytime there are open orders on expiring futures contracts you will receive a pop-up message asking if you want TWSto cancel the listed open orders in anticipation of expiration. Once the contracts expire the orders will be canceled automatically.

To Activate Auto Expiring Futures Rollover

  1. For Mosaic - Click the File menu in the top left corner.

    For Classic TWS- Click the Edit menu in the top left corner

  2. Click Global Configuration

  3. In the left pane of Global Configuration, select General.

  4. In the right pane, confirm that Auto Roll Data for Expiring Futures Contracts is checked.