Creating a Custom futures contract

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krubin
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Creating a Custom futures contract

Postby krubin » 29 Nov 2012

Hello,

I'm working on creating a Custom futures contract for the Australian Dollar AD in CME. I have read the help files about creating symbols and also Custom Futures.

I have three questions:

1. A co-worker, who I cannot get in touch with for some days had created a symbol for ADH07 (Australian Dollar - Mar 07). He used a Symbol Root of 6A. I created a symbol in Manual Mode for ADM07 and the Quote Manager suggested a Symbol Root of AD. I think I need 6A, but can you please give an opinion on this? Perhaps the AD Symbol Root was just a default.

2. For creating the Custom Futures contract, can you please recommend a rollover condition for AD and the criteria of how I might decide this condition for other futures? We already have custom futures for ND and SB with different rollover conditions and I don't understand why.

3. I think my understanding is correct of the operational order of creating the symbols, then importing the underlying data for the individual contracts and then creating the Custom Futures Contract. Is this true?

Thank you,
Ken

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Andrew MultiCharts
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Re: Creating a Custom futures contract

Postby Andrew MultiCharts » 29 Nov 2012

Hello krubin,

Few questions:
1. What is your data source?
2. What is your co-worker's data source?
3. Why did you add the symbol manually and not from data source through symbol lookup?
4. Do you want to create custom futures out of imported from ASCII files data?

If your co-worker has a ready-made custom futures, then he can export it (it'll take all indidual contracts with data as well) from his QuoteManager and you can import it to your QM so, you will have absolutely the same settings and data.

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Re: Creating a Custom futures contract

Postby krubin » 29 Nov 2012

Both my coworker and I are accessing ASCII files from a directory on the net. Knowledgeable coworker provided a .dmq file which only has 1 symbol (adh07) for the AD07. That's why I think I need to create additional symbols manually.we want custom futures from ASCII files.

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Andrew MultiCharts
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Re: Creating a Custom futures contract

Postby Andrew MultiCharts » 29 Nov 2012

Here is the detailed instruction How to create Custom Futures using ASCII import.

If your co-worker has a ready made custom futures, he select it in his QuoteManager in All Custom Futures section and make a right-click on it -> Export Instruments... -> DO NOT check any box on the first page of the export wizard, click "next" several times and when he got the file, that file will contact the custom futures formula, all used individual contracts, data from those individual contracts, root settings. You will need simply to import it on your PC and you will have identical custom futures, settings and data.
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Re: Creating a Custom futures contract

Postby krubin » 29 Nov 2012

There is no custom futures yet for AD. I need to create it.All I have is Adho7 symbol and ASCII data files.2007-2012. Will your custom futures link guide me with what I have currently? Or do I need to manually create a symbol for each underlying contract?
Thanks,
Ken

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Re: Creating a Custom futures contract

Postby Andrew MultiCharts » 29 Nov 2012

If you don't have root in symbol dictionary for your symbols, than you will have to create it. The reason i recommended to get the file with the custom futures from your co-worker is that the file will contain the required root, so you will not need to create and set up it.

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Re: Creating a Custom futures contract

Postby krubin » 29 Nov 2012

When yousay root, do you mean the symbol root? I mentioned 6a above forAD.
Assuming I have the symbol root as I described it and my coworkerhas no custom futures for AD, then I think I need to create a symbol for each underlying contract to import the ASCII files right?This is before creating custom future contract.

Thanks,
Ken

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Re: Creating a Custom futures contract

Postby Andrew MultiCharts » 30 Nov 2012

Yes, i mean symbol root.

What data source do you use for individual contract and custom futures?

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Re: Creating a Custom futures contract

Postby krubin » 30 Nov 2012

I have ascii files from Tick Data

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Re: Creating a Custom futures contract

Postby TJ » 01 Dec 2012

krubin wrote:When yousay root, do you mean the symbol root? I mentioned 6a above forAD.
Assuming I have the symbol root as I described it and my coworkerhas no custom futures for AD, then I think I need to create a symbol for each underlying contract to import the ASCII files right?This is before creating custom future contract.

Thanks,
Ken

Yes, you will need to create a symbol for each underlying contract to import the ASCII files.
That's why Andrew suggested you to use the export route.
Please read again the last paragraph in post #2.

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Re: Creating a Custom futures contract

Postby Andrew MultiCharts » 03 Dec 2012

krubin wrote:I have ascii files from Tick Data

When you import data from files into a particular symbol in QM, that symbol in QM has a particular data source. Please tell me what is it.


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