Time Your Rolls
Execute With Confidence

Looking for the best time to trade your futures calendar rolls? Our Roll Tracker has got you covered. With real-time data updates every 5 minutes, our QB pace tracks nearly 40 futures contracts across major global exchanges. This forecasting tool predicts the shift of open interest for the current roll cycle and highlights the differences from the previous cycle.

As the top provider of execution algorithms, we know that data analysis is crucial. The Roll Tracker is a valuable resource that enables you to:

  • Visualize Pace in Percentage Terms

  • Compare with Historic Roll Cycles

  • Visualize Open Interest

  • Research Tool

  • Best when used alongside The Roll Algorithm & QB Forecast

 
 
 

Basics of US Treasury Futures Roll Microstructure

QB’s Roll Tracker is the most popular data analysis tool the broader trading community uses. In this blog, we cover the basics of trading futures roll contracts. It happens quarterly and investors typically roll their positions as the contract expiration month approaches. Read more.