I got the free trial from ESignal and I'm impressed with how quickly MC can pull the data and build out continuous futures. I'm running into some weirdness where MC is basically ignoring a specific month, leaving a weird gap on the chart. I checked the contract itself in QM and it has data, so any thoughts how I can get MC to pull in that data? In my issue it's missing data from 12/17/2014 to 3/17/2015. I see the March 2015 contract has the data. But it won't load it
For a second question, I'm not getting any data back for certain symbols prior to 2015 specifically Liffe Sugar and Liffe Robusta Coffee. I got ESignal Elite so it comes with 10 years of data. I see the data when I load the symbol directly in ESignal, is there any reason the data wouldn't be available to MC?
Building continuous futures from ESignal data [SOLVED]
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- arnie
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Re: Building continuous futures from ESignal data
MC to build continuous contracts need to have each contract in its database. So for you to build a 10 year continuous contract in it you need to download from eSignal servers each monthly contract and chances are eSignal do not give access to that data outside their servers (ie. outside their own platform). But give it a try.See if you can download an ES contract from... March 2004 for example.I got the free trial from ESignal and I'm impressed with how quickly MC can pull the data and build out continuous futures. I'm running into some weirdness where MC is basically ignoring a specific month, leaving a weird gap on the chart. I checked the contract itself in QM and it has data, so any thoughts how I can get MC to pull in that data? In my issue it's missing data from 12/17/2014 to 3/17/2015. I see the March 2015 contract has the data. But it won't load it
For a second question, I'm not getting any data back for certain symbols prior to 2015 specifically Liffe Sugar and Liffe Robusta Coffee. I got ESignal Elite so it comes with 10 years of data. I see the data when I load the symbol directly in ESignal, is there any reason the data wouldn't be available to MC?
Doesn't eSignal have their own symbol for their own continuous contract? If they have maybe they allow download that data to a 3rd party platform.
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Re: Building continuous futures from ESignal data [SOLVED]
Thanks I've been building the continuous OK, I figured out the problem was that ESignal has about 6 different contracts that are all named basically the same, I had the wrong one. My bad .... although their symbols are a nightmare.
They do have their own continuous contracts but mainly only for US futures, with foreign futures you're on your own....
They do have their own continuous contracts but mainly only for US futures, with foreign futures you're on your own....