TF & FDAX Continuous Contracts w Rithmic/Zen-Fire data feeds

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escamillo
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TF & FDAX Continuous Contracts w Rithmic/Zen-Fire data feeds

Postby escamillo » 28 Apr 2011

The symbology for TF and FDAX with Rithmic and Zen-fire data feeds are:

TF FMM0011!
FDAX0611

When building a Continuous Contract using this symbology with all present and past TF and FDAX contracts, a chart will NOT build and the chart says “No Data”.

However, with these symbols and all past symbols populated with data, if the symbology of all symbols is changed to format:

TFM1
FDAXM1

then the Continuous Contracts will build, BUT, the TFM1 and FDAXM1 symbols DO NOT update real time, so they are not a solution to creating real time TF and FDAX Continuous Contracts.

Can someone please tell me what I do to get TF FMM0011! and FDAX0611 symbology to work in TF and FDAX Continuous Contracts with Rithmic/Zen-Fire data feeds?
Last edited by escamillo on 28 Apr 2011, edited 3 times in total.

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Stan Bokov
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Re: TF & FDAX Continuous Contracts w Rithmic/Zen-Fire data f

Postby Stan Bokov » 28 Apr 2011

Which version are you using? I suggest MC7, it has a built in Symbol Dictionary for Zen-Fire.

escamillo
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Re: TF & FDAX Continuous Contracts w Rithmic/Zen-Fire data f

Postby escamillo » 28 Apr 2011

Back contracts still have to be created and built manually (e.g.: TF FMZ0009! FDAX1209).

Importantly, the MC Continuous Contract system apparently cannot build on symbology that is not in TFZ9 format -- it cannot capture data from TF FMZ0009! or FDAX1209 formats.

I am using MC7 b3.

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Re: TF & FDAX Continuous Contracts w Rithmic/Zen-Fire data f

Postby escamillo » 02 May 2011

bump

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Stan Bokov
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Re: TF & FDAX Continuous Contracts w Rithmic/Zen-Fire data f

Postby Stan Bokov » 04 May 2011

There are thousands of futures symbols around the world, many of which do not follow any one naming logic. We are currently investigating possibilities of incorporating as many different futures contracts into Custom Futures as possible. I will keep you posted.

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Re: TF & FDAX Continuous Contracts w Rithmic/Zen-Fire data f

Postby escamillo » 04 May 2011

Thank you Stan. These are basic, important symbols from major exchanges traded through commonly used brokerages and with commonly used data feeds - but maybe these data feeds not so much on MC yet. Seems they eventually have to be made to work.


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