The rollover window is wider than the clock says

[Fairman]

The rollover window is wider than the clock says

Brokers quote rollover at 5 p.m. New York time, and the platform clock shows some variation of it depending on server settings. Everyone knows to avoid the minute itself.

What gets missed is the shoulder. Spreads on liquid pairs often start stretching 10 to 15 minutes before the official time, because liquidity providers start pulling quotes while their systems prepare for the daily cycle. The recovery on the other side is just as slow. Spreads can stay two or three times normal for up to half an hour after rollover on some brokers, drifting down gradually and not snapping back.

The result is a 45-minute stretch where a scalper is paying an inflated cost on every trade, and the platform shows nothing alarming. A spread of 1.6 on EURUSD instead of 0.6 looks harmless in isolation.

Easy way to see it: record the spread every 10 seconds across rollover for a week and chart the median per time slot. The shape of the bump is surprisingly consistent.

Setting a no-trade window based on the measured bump rather than the clock is the more accurate approach.

How wide was the measured window on the broker being used, and did it differ between EURUSD and a cross like GBPJPY?

[FXS London Scalper]

Spreads on liquid pairs often start stretching 10 to 15 minutes before the official time, because liquidity providers start pulling quotes while their systems prepare for the daily cycle.

Avoiding the rollover minute isn't enough because spreads start widening before it and stay wide after. Blocking new entries from about fifteen minutes before to fifteen minutes after rollover covers most of the wider window.