continuous contracts (none US) now availabe in MC6beta4?

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smashthepound
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continuous contracts (none US) now availabe in MC6beta4?

Postby smashthepound » 12 Jul 2010

Hi,

can anybody confirm if continuous contracts are now available for

- none US based exchanges
- with eSignal as data vendor
- using the suffix (e.g. Bund Future GB __-DT).

In case if availabe please advise if there is a desciption availabe in the forum.

Thank you.

regards

Tobias

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Anastassia
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Postby Anastassia » 14 Jul 2010

Hi Tobias,

Continuous contracts are available for none US based exchanges with eSignal as data vendor using the suffix (e.g. Bund Future GB __-DT).
Please see attached screenshots with the corresponding explanations:

1. Missing roots have to be added in Symbol Dictionary of QuoteManager. If this is not done then Root field will need to be modified for each added symbol.

2. Symbols have to be added prior to creating Custom Futures.

3. Add expired contracts.
eSignal only provides symbols that are not expired when adding symbols "from data source". Expired contracts have to be added manually. It can be done by renaming symbols. For example, rename ES U0 (Sep 2010) to ES U2008 (Sep 2008). And then readd ES U0 "from data source". So you would end up with both, ES U0 and expired ES U2008.

4. Expiration rule for futures has to be calculated correctly. If expiration rule field is empty or expiration date is 01/01/2038 then MC failed to calculate the correct date.

5. Create Custom Futures. QuoteManager -> Symbol (instrument) ->add custom futures.

6. Plot a chart of Custom Futures.

Have a nice day
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smashthepound
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Postby smashthepound » 20 Jul 2010

Thanks Anastassia. One last question:

With regards to step no. 1 (adding missing roots to the Symbol Dictionary). If a root already exist with the same name, e.g. GB for Euro/british Pound, can I add GB __-DT as root for the BUND. Please advise. Thank you.

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Anastassia
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Postby Anastassia » 26 Jul 2010

Hi Smashthepound,
With regards to step no. 1 (adding missing roots to the Symbol Dictionary). If a root already exist with the same name, e.g. GB for Euro/british Pound, can I add GB __-DT as root for the BUND. Please advise.
It is not possible to add this particular name GB __-DT because <_> ( and also <;> <:> <=> <!>) is not supported.
But you can use GB2 instead of GB __-DT, for example. Please note, when adding futures you will need to change root GB to GB2 manually.

Thank you

smashthepound
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Joined: 20 Jun 2009
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Postby smashthepound » 27 Jul 2010

Thanks Anastassia.


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