How do you check contract rollover dates before a futures position expires?

Rollovers are one of those details that are easy to overlook until they cause trouble. Front-month contracts expire on fixed dates, and open interest often shifts to the next contract well before expiry, which can change liquidity, spreads and the price you see on a continuous chart. Many prop-firm rulebooks also treat expiry or forced rollover as a specific event, so the rule text matters as much as the calendar. As a rule-focused angle, I'd look at three things: the exchange's published expiry and last-trade dates, the first notice and delivery dates for any contract you might hold, and how your platform stitches continuous data (back-adjusted or not). Some people note the roll date in their journal and check the volume on the next contract a few sessions ahead. I'm not certain how each exchange's published calendar differs in edge cases, so I'd verify against the official source rather than memory. How do you keep track of roll dates across the contracts you follow, and do you check them manually or through a tool?