This video discusses some important aspects of setting up symbols (particularly futures symbols), and touches on sessions and override sessions. See also Sessions
Walks users through Adding Futures Contracts as well has how to request new Futures Contracts be added to the Investor/RT Symbol Database.
This video discusses different options available at futures rollover, including tracking multiple contracts, changing symbols in charts, and duplicating charts.
For more information see the helpdesk article All About Futures Rollover