How do you read the contract rollover and expiry rules in a futures rulebook before a roll?

Futures rulebooks define a lot of details that matter once a contract approaches expiry: the last trading day, the first notice day, the settlement method (cash or physical), and the exact rule for when open positions must be closed or rolled. These dates often differ from the volume-based "active month" that many charts and data feeds show, so a roll can fall at a different point than people expect. I find it useful to write the key dates into a checklist and compare them against the exchange's contract specifications, not just a charting platform's continuous contract. Some people also note how their data vendor back-adjusts a continuous series, since that can affect how a historical roll looks on a chart. Where I'm less sure is how much these differences vary between product families, so I'd be curious how others handle it. What do you check first when you see a roll approaching?