I'd like to build a continuos future for the 'FED funds future' symbol ZQ quoted on ECBOT, the problem is that the future code is built as follow:
'ZQ mmm yy' (I have used the microsoft's symbols' date), i.e. the future expirying in Jun is called 'ZQ JUN 10' insted of ZQM0, there is a solution to use more general naming futures specifications ?
thanks,
Danilo
How build a continuos future for ZQ (fed fund future)
- Anastassia
- Posts: 179
- Joined: 18 Jan 2010
- Been thanked: 4 times
I have the same MC and IB so I tryed to do a custom futures with ZQ to see if i can help and it came up with a message when I pulled up the chart:
Message: To construct Custom Futures please add contracts with the following properties:
FF root, CBOT exchange, Interactive Brokers datafeed.
Instrument: ZQ Fed Funds (what I named it)
Resolution: 1 Day.
is that what you got too?
Message: To construct Custom Futures please add contracts with the following properties:
FF root, CBOT exchange, Interactive Brokers datafeed.
Instrument: ZQ Fed Funds (what I named it)
Resolution: 1 Day.
is that what you got too?
- Anastassia
- Posts: 179
- Joined: 18 Jan 2010
- Been thanked: 4 times
Hi all,
I am attaching the screenshots that will help you in adding the continuous futures for 'FED funds future' symbol ZQ. Below is a short instructions to the pictures provided:
1. Add symbols that you want your continuous futures to be constructed out of.
QuoteManager->Instrument->Add symbol->From data source->Interactive Brokers.
2. Add Custom Futures.
QuoteManager->Instrument->Add Custom Futures. Please see all of the settings in the second screenshot.
3. Check all of the settings in QuoteManager to see if the exchange, data source and root of futures that you added match the Custom futures you have built.
4. Plot a chart.
Thank you
I am attaching the screenshots that will help you in adding the continuous futures for 'FED funds future' symbol ZQ. Below is a short instructions to the pictures provided:
1. Add symbols that you want your continuous futures to be constructed out of.
QuoteManager->Instrument->Add symbol->From data source->Interactive Brokers.
2. Add Custom Futures.
QuoteManager->Instrument->Add Custom Futures. Please see all of the settings in the second screenshot.
3. Check all of the settings in QuoteManager to see if the exchange, data source and root of futures that you added match the Custom futures you have built.
4. Plot a chart.
Thank you
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I'm having trouble adding custom futures for IB's Globex currency futures. Unless I'm mistaken, there are no symbol roots for them in QuoteManager.
Eg IB's symbol root for the EuroFX contract (Euro vs USD) is EUR. This does not exist in QuoteManager. I tried following your instructions above, and created CF with root 6E, but it does not match IB's root for the contracts so I get an error when plotting:
"To construct Custom Futures please add contracts with the following properties:
6E root, GLOBEX exchange, Interactive Brokers datafeed. Instrument EUR..."
See screenshots attached. Please advise.
Eg IB's symbol root for the EuroFX contract (Euro vs USD) is EUR. This does not exist in QuoteManager. I tried following your instructions above, and created CF with root 6E, but it does not match IB's root for the contracts so I get an error when plotting:
"To construct Custom Futures please add contracts with the following properties:
6E root, GLOBEX exchange, Interactive Brokers datafeed. Instrument EUR..."
See screenshots attached. Please advise.
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- Anastassia
- Posts: 179
- Joined: 18 Jan 2010
- Been thanked: 4 times
Hi Brendanh,
1. Add symbols that you want your continuous futures to be constructed out of.
QuoteManager->Instrument->Add symbol->From data source->Interactive Brokers.
2. Add the root for eSignal in Symbol Dictionary of QuoteManager.
3. Add Custom Futures.
QuoteManager->Instrument->Add Custom Futures.
Please see all of the settings in the third screenshot.
4. Check all of the settings in QuoteManager to see if the exchange, data source and root of futures that you added match the Custom futures you have built.
5. Plot a chart.
Thank you
1. Add symbols that you want your continuous futures to be constructed out of.
QuoteManager->Instrument->Add symbol->From data source->Interactive Brokers.
2. Add the root for eSignal in Symbol Dictionary of QuoteManager.
3. Add Custom Futures.
QuoteManager->Instrument->Add Custom Futures.
Please see all of the settings in the third screenshot.
4. Check all of the settings in QuoteManager to see if the exchange, data source and root of futures that you added match the Custom futures you have built.
5. Plot a chart.
Thank you
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- 5 - building chart.PNG
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- 4 - checking settings.PNG
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- 2 - adding Root for eSignal datafeed in Symbol Dictionary.PNG
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I am trying to create a Continuous Contract which will duplicate what I am already doing with the eSignal application. In that program, they have predefined the symbol "6A 1!" to retrieve continuous contract data using the same rollover rules as are in MC's QuoteManager Tools->Symbol Dictionary. When "6A 1!" is requested, eSignal combines the data using the rule and sends it to the application in realtime.
I'd like to set up a Continuous Contract in MC beta 3 that does the same thing using eSignal data and the eSignal Dictionary rule. Could you please outline the steps to accomplish this?
Thanks.
I'd like to set up a Continuous Contract in MC beta 3 that does the same thing using eSignal data and the eSignal Dictionary rule. Could you please outline the steps to accomplish this?
Thanks.