ES #F

Questions about MultiCharts and user contributed studies.
guest

ES #F

Postby guest » 08 Jun 2006

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).

R2D2

Postby R2D2 » 08 Jun 2006

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

guest

Postby guest » 08 Jun 2006

I see...thx

User avatar
Alex Kramer
Posts: 834
Joined: 23 Feb 2006

Postby Alex Kramer » 08 Jun 2006

Yes, exactly, thanks R2D2.

guest

Postby guest » 08 Jun 2006

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

Guest

Postby Guest » 09 Jun 2006

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.

User avatar
Alex Kramer
Posts: 834
Joined: 23 Feb 2006

Postby Alex Kramer » 09 Jun 2006

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.

guest

Postby guest » 09 Jun 2006

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


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