ES #F  [SOLVED]

I can't seem to plot the ES#F using IB Data...cannot find this symbol on IB, on the symbol lookup. They only allow the monthly contract, say ESM6 (jun contract), or ESU6 (sept contract).

well ... you delivered the answer yourself -> IB doesnt support ES#F ...

if you need it you would have to choose something like esignal or iqfeed or whatever datafeed vendor offers continous contracts

I see...thx

Yes, exactly, thanks R2D2.

then perhaps, could you guys help me understand why then Ensign, together with IB feed, allows the symbol ES#F chart to be plotted ?

This same type of request was just asked under another heading-continuous contracts-,and here was my reply - now I see that management has a somewhat different attitude,as earlier they were asking for suggestions on which way or ways to do this within MC..


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Posted: Fri Jun 09, 2006 8:54 am Post subject:

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This was discussed here on the forum quite some time ago,and there were several different requests/suggestions given for various ways to construct backward adjusted continuous contracts,including a reference to a paper by an MIT math guy who described some of the techniques available.

Management here acknowledged,but I don't think anything further has been posted by them about this implementation into MC.

We intend to implement automatic rollover in the future, this is in our upcoming features list, so I hope your desires will be fulfilled.

As of now, MultiCharts just does not have the necessary algorithm impemented, this si why there's no automated rollover.

thx Alex, and Guest for your answers...would really like to see MC incorporate this feature in the newer version of MC soon. Thx again