This is what happens when you come back from vacation and forgot to bring your brain back with you. I started trades into the expiring contract, after roll-over day. Still plenty enough volume, but not advisable in most circumstances, unless unwinding longer term positions.
20200914
*Short 3 RTY 1516.2, 157.4, 1517.5, -0.0, -1.5, -1.5
*Short 2 NQ 11265.0, 11265.0, -3.25, -3.25
*Short 2 NQ 11271.5, 11271.5, -0.25, -0.25
*Short 1 NQ 11270.0, -3.25
*Short 2 NQ 11291.25, 11291.25, -3.25, -3.25
*Short 3 NQ 11130.0, 11130.0, 11131.0, -3.25, -3.25, -3.25
*Short 3 RTY 1523.1, 1523.1, 1523.1, -1.5, -1.5. -1.5, -1.5
*Short 2 NQ 11308.75, 11308.75, -2.25, -2.25
*Short 2 ES 3388.0, 3388.0, -0.25, -0.25
*Short 2 YM 27948, 27951, -0, -7
*Short 2 ES 3389.0, 3389.25, -1.0, -1.0
Short 1 YM 27998, -2
Short 1 ES 3386.0, -0.25
Short 2 NQ 11316.5, 11316.5, -3.25, -3.25
Short 3 NQ 11323.0, 11323.0. 11322.0, -3.25, -3.25, -3.25
Short 4 NQ 11132, 11132, 11132, 11133, -3.25, -3.25, -3.25, -1.25
Short 3 ES 3389.5, 3389.5, 3389.5, -1.25, -1.25, -1.25
Short 4 NQ 11346.25, 11346.00, 11345.5, 11345.25, +25.0, +25.0, +35.0, +25.0
Total ES -6.25
Total YM -7
Total NQ +45.75
Total RTY -9.0
*These first trades were all called in
the September expiring contract by mistake.
Eventually, I caught on.....duh.