Today is rollover day for the ES March 2015 contract to the ES June 2015 contract.  Over the course of the day, volume will shift in earnest to the new front month.  By tomorrow morning, the majority of the volume should be trading on the June contract.  Reading order flow based on volume will be more difficult than usual as volume is split between two contracts.  DTG trades the contract with the most volume which for today, that means the ES March contract.  However, some members prefer to trade the front-month, thus we’re providing two ES Trade Plan Worksheets, one for the ES March contract and one for the ES June contract.  The premium difference between the two contracts is about 7.50 points.  If you plan to trade the ES March contract today, it’s recommended that you use a March contract symbol (IQFeed: @ESH15) instead of a continuous contract symbol for your charts.

If you are using an ES continuous back-adjusted contract (e.g. IQFeed: @ES# in MarketDelta/IRT or IQFeed: @ES#C in most other charting software) be aware that the current prints are for the ES June contract while your historical data displays the ES March contract until you download and back-fill your charts.  At that point, your historical data will be back-adjusted by the 7.50 point premium difference to align the historical data with the front-month June contract.

In addition to two worksheets, there are also two sets of EDI files available.  To get the new ES June 2015 contract file paths and names for the MarketDelta/IRT EDI indicator, on the DTG website, go to the Member Resources->DTG levels page and copy the file-paths from the page (below the video) to your EDI indicator settings.

ES March 2015 contract (IQFeed: @ESH15)

ES June 2015 contract (IQFeed: @ESM15)