Futures & Index Support

Tick Data


Futures & Index FAQ

If you have any questions about our data or software products, you can likely find the answers here amongst our FAQ, File Format Guides, and TickWrite® User Guides. However, if you cannot find the answer to your question and/or prefer to speak with one of our data experts, please contact Tick Data today.


TickWrite Support

  • Instructions for creating Futures Data time series begin on page 44 of the TickWrite User Guide.

  • Instructions for creating Cash Index Data time series begin on page 61 of the TickWrite User Guide.


Recommended Roll Dates

TickWrite offers a variety of roll methods for creating continuous futures data files. While most futures contracts will roll using TickWrite’s default FRONT and AUTO settings for “Contract” and “Roll Method” respectively, some contracts will not roll using these settings.

The table below details recommended “Contract” and “Roll Method” settings for each futures symbol. Some symbols require additional setting, which are also noted. Very thinly-traded symbols that do not have enough data to produce continuous files are noted as “Too Thin to Roll.”

Recommended Roll Dates

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