Continuous Contract -- what to do if no 'symbol root'

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TJ
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Continuous Contract -- what to do if no 'symbol root'

Postby TJ » 17 Dec 2009

I tried to create a continuous contract for HSI futures.

But I do not see HSI symbol root for Interactive Brokers.

and QM Symbol Dictionary does not have Interactive Brokers on the list.


.
Last edited by TJ on 16 Feb 2010, edited 5 times in total.

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Postby SUPER » 18 Dec 2009

TJ,

Something must have gone wrong during your installation of MC 6.0 beta,

Maybe IB data source is not active in your Quote Manager, go to datasource on your QM menu and try activating it.

If it fails maybe you have to re-install MC 6.0 again.

Good Luck

Regards
Super

***How do you create continuous contracts

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TJ
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Postby TJ » 18 Dec 2009

here's my screen shot of the custom symbol window.


Image


can't add HSI to symbol root because InteractiveBrokers is not listed:

Image
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symbol dictionary.jpg
symbol dictionary
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no_HSI.jpg
no HSI
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Postby SUPER » 18 Dec 2009

TJ,

You are absolutely correct, Sorry I missunderstood your question.

It is missing for sure.

Regards
Super

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Andrew Kirillov
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Postby Andrew Kirillov » 25 Dec 2009

Dear Sirs,

To construct Custom Futures for a root HSI that is not present in the Symbol Dictionary, you need to do the following in Quote Manager:

1) In the Symbol Dictionary add the HSI root for the eSignal datafeed
(eSignal’s Symbol Dictionary is used for vendors that are not included in the list).
You will also need to correctly fill in the Expiration Rule and Expiration Month fields

2) Add futures contracts from the vendor with the HSI root.

3) All added symbols should have the following settings in the Edit Symbol window:
• Root must be HSI
• Expiration Dates must be different (not 01/01/2038)

4) Press Ctrl+Ins and add Custom Futures:
“IB” data feed, “any” name, and “default” month (obtained from the Root settings)

5) Build a chart

The name of the symbol must follow this template:
<Root><Month Letter><Year Number>.

I.e. Custom Futures cannot be constructed with a contract with a name ZBSEP09. Only names like EXZ09 or NQH10 can be used.

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Postby simon007 » 26 Dec 2009

Hi Andrew,

I think i have all these settings correct, all my symbols are allready there and have(as far as I can tell) the settings you describe.

I'm still not getting any data

Best regards,

Simon

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Postby aljafp » 29 Dec 2009

Hi Andrew,

I think i have all these settings correct, all my symbols are allready there and have(as far as I can tell) the settings you describe.

I'm still not getting any data

Best regards,

Simon
Is this still a problem ?

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Postby simon007 » 30 Dec 2009

HI Aljafp,

Yep, I'm still unable to get data in the chart.

Cheers,

Simon

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Postby aljafp » 30 Dec 2009

HI Aljafp,

Yep, I'm still unable to get data in the chart.

Cheers,

Simon
hmm....
Its a concern for me.. since i do HSI too.

Sigh.....
I am unable to even plot Nifty futures traded on NSE using IB as feed.
Have reported this for sometime already, even before the latest version.
But no improvement.

Sometimes, i feel if we trade the less popular instruments...like the Asian products, we are not getting as much attention as the rest of the guys.

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Postby TJ » 30 Dec 2009

just open your regular HSI chart...

then take a look at the pre-rollover data...

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Postby radekj » 31 Dec 2009

Why is MC 6 using wrong Expiration date ?
and why i can not change it ?

See attached exampel for DAX from IB !

ciao
radekj
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continuous contracts esignal

Postby smashthepound » 31 Dec 2009

How does the continous contract feature in QM work with european futures in esignal. The root symbol for the Bund Future (GB H0-DT) is not displayed. Any idea? Thanks.

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Re: continuous contracts esignal

Postby TJ » 31 Dec 2009

How does the continous contract feature in QM work with european futures in esignal. The root symbol for the Bund Future (GB H0-DT) is not displayed. Any idea? Thanks.

see explanation by Andrew Kirillov in this thread.

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Postby smashthepound » 31 Dec 2009

TJ,

I saw this explanation by Andrew. But what is the root for "GB H0-DT"?

GB => Bund Future
HO => March 2010 Expiry
-DT => Eurex

Normally I would expect something like GB for the Bund Future. But GB in eSignal is Euro/British Pound.

This issue I am worried about is the suffix: "-DT"

Only adding the suffix you will enable to receive data for the Bund Future. Otherwise you will collect Euro/British Pound.

GB H0 would be clear. But you will collect wrong data. So how to handle the suffix?

regards

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Postby TJ » 31 Dec 2009

TJ,

I saw this explanation by Andrew. But what is the root for "GB H0-DT"?

GB => Bund Future
HO => March 2010 Expiry
-DT => Eurex

Normally I would expect something like GB for the Bund Future. But GB in eSignal is Euro/British Pound.

This issue I am worried about is the suffix: "-DT"

Only adding the suffix you will enable to receive data for the Bund Future. Otherwise you will collect Euro/British Pound.

GB H0 would be clear. But you will collect wrong data. So how to handle the suffix?

regards
go to your exchange or broker or datafeed's website...
they should have it listed.

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Postby smashthepound » 01 Jan 2010

I searched the esignal web site and no success.

The use of a suffix is something some data vendors use to adress international markets. Please see attachment.

Maybe the MC team can have a look into this issue.

It would be worth that MC can build continuous contracts for international future markets and not only the US.
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root.gif
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Postby smashthepound » 06 Jan 2010

This comes from TSSupport:

"Custom futures for European symbols will not work in the nearest future, but we are working on it."

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Postby NiC72 » 08 Jan 2010

Hmm .. This is important for me. Because I need it urgently so I have to change my work.
Is there a time when it should be clear, Custom future of European symbols?

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Postby smashthepound » 12 Jan 2010

NiC72,

please ask TS Support ...

But please note that if there is no suffix in your symbol you most probably can work based on the example already documented higher by Andrew Kirillov.

regards

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Postby NiC72 » 12 Jan 2010

Thanks for your answer, Smashthepound.

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Postby pivot » 16 Feb 2010

I am trying to create continuous contracts for White Sugar which is W on Euronext. So I go to create a root symbol and W already exists for Wheat on CME.

So I am trying to create W 1!-ENC (Sugar #5 White), SB 1! (Sugar #11), RC 1!-ENC (Robusta Coffee) all of which I can not get data on MC on esiganl however, I get it to work.

I really need a solution to this problem.

Thanks

Pivot

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Postby Felis » 19 Mar 2010

I Did try to make a continuous contract for the CAC40 future ( FCE ).
Didn't work for me.
MC Version is 6.0 Beta 2.

This quote still true ?
This comes for TSSupport:

"Custom futures for European symbols will not work in the nearest future, but we are working on it."

Any news on this subject ?

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dax

Postby sarus » 23 Mar 2010

please somebody gives a workable solution to create a dax continous contract future using esignal data.

i guess a lot of european traders are waiting for this

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Postby Andrew Kirillov » 24 Mar 2010

We will support European postfixes in MultiCharts 6 release. The feature is already implemented.
See attached.
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dax

Postby sarus » 24 Mar 2010

but i am using mc 6 beta and it is not working there

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Re: dax

Postby SUPER » 24 Mar 2010

but i am using mc 6 beta and it is not working there
Andrew is refering to Final Version not beta.

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Postby smashthepound » 26 Mar 2010

Thanks Andrew - countinues contracts for which support European postfixes is wonderful news.

Do you have any idea about the release date of the next v6 beta version? Thanks.

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Postby Felis » 30 Mar 2010

I'm currently trading the FCE contract.
The Roll Over is every month... quiet difficult without a continuous contract.
A small idea of when a beta release including European continuous contracts will be available ?

Thanks

Felis

Keep the good job going on.

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Andrew Kirillov
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Postby Andrew Kirillov » 01 Apr 2010

Guys I believe we will release Beta 3 in 7 days.

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Postby Bruce DeVault » 01 Apr 2010

Thank you for this update Andrew.

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Postby Anastassia » 19 Apr 2010

Hello, guys
European Futures will be implemented in Beta 3 version of MC which is due next week.
Have a good day!

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Postby Bruce DeVault » 19 Apr 2010

Thank you Anastassia.


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