Futures roll calendar for 139 markets

Upcoming rolls

The next estimated front-month roll for each of the 129 live markets, as of 2026-10-30, sorted by date. Each estimate follows that market's own roll habit over its last twelve rolls.

What every row holds

• contract: the front-month contract
• first_date / last_date: its first and last trading day as front month
• expiry: the contract's last trading day
• next_contract and roll_date: what it rolled into, and when
• roll_days_before_expiry: trading days between the roll and expiry
• back_adjustment: the points added to that contract's prices in the back-adjusted continuous series, so adjusted price = raw price + back_adjustment
• status: rolled, or the current front month with its next roll estimated

The last three ES rows:

How traders and quants use it

• Plan every roll. See when each of your positions rolls next, across every market you hold, and schedule the trade before liquidity moves to the next contract.
• Rebuild or verify any continuous series. Raw price plus the published back-adjustment gives the adjusted series exactly, so you can audit it or build your own with a different roll rule.
• Keep backtests clean. Flag roll days to remove artificial price jumps, and test whether your signals behave differently in roll windows.
• Measure roll cost and carry. The back-adjustment at each roll is the price gap between the old and new contract: contango or backwardation, contract by contract, since 2007.
• Build calendar spreads. Know which contract is front and which is next on any date, so both legs line up.
• Run a portfolio-wide roll schedule. One calendar for equity index, rates, energy, metals, agriculture, FX, crypto and volatility futures.

Get it in one line

GET https://api.finzdata.com/v1/futures/rolls?root=ES        # one market
GET https://api.finzdata.com/v1/futures/rolls?root=ALL&format=csv   # every market

import finzdata                      # pip install -U finzdata
fz = finzdata.Client("YOUR_KEY")
fz.futures_rolls("CL")             # crude oil roll history and next roll
fz.futures_rolls("ALL")            # every market

Or ask Claude or ChatGPT through the FinzData AI connector: “When does ES roll next?” The roll calendar is included with every free key.

Frequently asked questions

Related

• Futures data: 140 markets, every contract
• ES and NQ intraday data
• GEX: dealer gamma
• API docs

Get a free API key Futures data See pricing