CustomFuture for Dax Futures

Questions about MultiCharts and user contributed studies.
Erik Pepping
Posts: 74
Joined: 25 Aug 2007
Been thanked: 6 times

CustomFuture for Dax Futures

Postby Erik Pepping » 07 Sep 2011

I'm trying to make a custom future with the Dax futures, But the Symbol root for IB is missing in the drop down list ?
Function Insert Instrument, Custom future
MC 7, last version.

User avatar
CrazyNasdaq
Posts: 318
Joined: 02 Sep 2009
Location: ITALY
Has thanked: 97 times
Been thanked: 86 times

Re: CustomFuture for Dax Futures

Postby CrazyNasdaq » 07 Sep 2011

It would be useful if we can edit a "real Custom" future adding or editing the symbol root or other fields form ASCII mapping or Universal DDE and so on, so we can use the utility of the Custom Future and continuous contracts for real custom symbols.
Not alla symbols are in the drop down list in the Symbol root for each datasource.
Is it possible to add them somewhere in some file or registry fields.

An example for today BUND which rolls to December from September with Zenfire data.
Zenfire uses for Eurex symbols numbers instead of letters

FGBL0911 instead of FGBLU1
FGBL1211 instead of FGBLZ1

Custom futures read only letters and even if I had FGBL0311 - FGBL0611 - FGBL0911 Quotemanger search for FGBLH1 - FGBLM1 - FGBLU1 and so on, so I can't use this feature (Custom Futures) with Eurex futures from Zenfire
It would be useful if I could edit in some way the custom futures fields

Thanks

User avatar
CrazyNasdaq
Posts: 318
Joined: 02 Sep 2009
Location: ITALY
Has thanked: 97 times
Been thanked: 86 times

Re: CustomFuture for Dax Futures

Postby CrazyNasdaq » 08 Sep 2011

I've partly solved the problem with Custom Futures and Zenfire data.
Instead of modifying the program, it's easier to modify the expired symbol, so you can modify the expired symbol form FGBL0911 to FGBLU1 so Quotemanager recognize the letter and not the number and you can create your custom future. The front contract is recognized even if it is with numbers and not letters (FGBL1211 instead of FGBLZ1).

User avatar
JoshM
Posts: 2195
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1544 times
Been thanked: 1565 times
Contact:

Re: CustomFuture for Dax Futures

Postby JoshM » 08 Sep 2011

Hi CrazyNasdaq,
I've partly solved the problem with Custom Futures and Zenfire data.
Instead of modifying the program, it's easier to modify the expired symbol, so you can modify the expired symbol form FGBL0911 to FGBLU1 so Quotemanager recognize the letter and not the number and you can create your custom future. The front contract is recognized even if it is with numbers and not letters (FGBL1211 instead of FGBLZ1).
I'm not sure if I follow you completely, but I have no problems with the custom FGBL future with Zen-Fire data (so, no need to manually modify the expired symbol). The custom future rolled over this morning, according to my settings, and the FGBL custom future chart worked fine.

Here are my FGBL custom future settings:
Image

I did had to change the 'expiration rules', since I couldn't find one with the Eurex expiration rules for FGBL.

Regards,
Josh
Attachments
fgblCustomFuture.PNG
(29.19 KiB) Downloaded 1245 times

Erik Pepping
Posts: 74
Joined: 25 Aug 2007
Been thanked: 6 times

Re: CustomFuture for Dax Futures

Postby Erik Pepping » 08 Sep 2011

Yes but that is the bund future, not the Dax Future, Futures on the Dax stock index.

User avatar
JoshM
Posts: 2195
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1544 times
Been thanked: 1565 times
Contact:

Re: CustomFuture for Dax Futures

Postby JoshM » 08 Sep 2011

Yes but that is the bund future, not the Dax Future, Futures on the Dax stock index.
True, but CrazyNasday mentioned the FGBL, and since that is one I also plot, I thought I give an example.

I don't plot the FDAX, but my other Eurex symbols (FESX, FGBM and FGBS) have the same settings as the FGBL:
Image

Btw, I do have the FDAX as a symbol root available for the custom futures:
Image


But during market hours I'd rather not fiddle with my QuoteManager settings, so I don't know for 100% sure that the FDAX would also work correctly - but I assume it does, since I have had no problems with the other custom futures.

Best regards,
Josh
Attachments
fdaxSymbolRoot.png
(24.89 KiB) Downloaded 1243 times
fesxSettings.PNG
(28.51 KiB) Downloaded 1235 times

User avatar
JoshM
Posts: 2195
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1544 times
Been thanked: 1565 times
Contact:

Expiration rule for Eurex Fixed Income

Postby JoshM » 08 Sep 2011

Btw CrazyNasdaq, this is the expiration rule that I use for Eurex fixed income:
Image

Which is my interpretation of (so it might not be correct)..
Last Trading Day

Two exchange days prior to the Delivery Day of the relevant maturity month. Close of trading in the maturing futures on the Last Trading Day is at 12:30 CET.
Delivery Day

The tenth calendar day of the respective quarterly month, if this day is an exchange day; otherwise, the exchange day immediately succeeding that day.
Source: Eurex Fixed Income Derivates.

Regards,
Josh
Attachments
expirationRule.PNG
(15.94 KiB) Downloaded 1237 times

Erik Pepping
Posts: 74
Joined: 25 Aug 2007
Been thanked: 6 times

Re: CustomFuture for Dax Futures

Postby Erik Pepping » 08 Sep 2011

I have interactive brokers, there it is not in the list.
Look at my screen grab:
Is there any way to expand the list ?
Attachments
CustumFIB_Dax.png
(174.01 KiB) Downloaded 967 times

User avatar
JoshM
Posts: 2195
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1544 times
Been thanked: 1565 times
Contact:

Re: CustomFuture for Dax Futures

Postby JoshM » 09 Sep 2011

I have interactive brokers, there it is not in the list.
Look at my screen grab:
Is there any way to expand the list ?
Hm you're right - I also don't have the DAX symbol root for InteractiveBrokers. That's weird.

What you could try is adding the symbol for InteractiveBrokers manually through Tools -> Symbol Dictionary in the QuoteManager. Then choosing IB as data source, then Add and then
Image
(Note: I've taken these BigPointValue and Min. Movement from the default Zen-Fire settings. Also see the Eurex DAX specifications.)

If you add the symbol this way, it does show up in the symbol root for IB custom futures:
Image

Regards,
Josh
Attachments
newDaxSymbolIB.PNG
(46.15 KiB) Downloaded 1235 times
daxWithIB.PNG
(49.8 KiB) Downloaded 1230 times

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: CustomFuture for Dax Futures

Postby Henry MultiСharts » 20 Sep 2011

DAX symbol root under IB data source does not come from the package. You need to add it manually. The symbol root from data source1 cannot be copied to the different data source 2. What I mean is that the FDAX root (Zenfire) cannot be used for IB symbol.

Erik Pepping, please let me know-are you missing the whole list of roots from IB data source or just the DAX root? If it is only the DAX root-please add it manually. If it is the whoile list please make a repair of MultiCharts (Control panel->Add/remove programs->MultiCharts->double click on it->Repair).

CrazyNasdaq, you can add the symbol root to the list. In Quote manager please go to the Tools tab-> Symbol dictionary-> Select the data source-> Add.
MultiCharts Custom Futures can use both letters and numbers in the symbol name.
You can use both - FGBL0911 and FGBLU1, FGBL1211 and FGBLZ1 symbol names. Custom Futures will do its job and create a chart from these symbols. So you do not need to rename the expired contracts. If you cannot plot this custom futures-please let me know.
The message can appear that you are missing some months and the names of the months are written in letters like FGBLU1. If you think that the message should be different please submit a feature request to the Project Management of our web site so other users can vote for it: https://www.multicharts.com/pm/

Please describe what do you mean by this line: “It would be useful if we can edit a "real Custom" future adding or editing the symbol root or other fields form ASCII mapping or Universal DDE and so on, so we can use the utility of the Custom Future and continuous contracts for real custom symbols.”
ASCII mapping and Universal DDE symbols can be used in custom futures. The symbol roots will be used from the Default data source symbol root list.


Return to “MultiCharts”