ES rollover- can someone explain Continuous Contracts setup

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brodnicki steven
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ES rollover- can someone explain Continuous Contracts setup

Postby brodnicki steven » 14 Mar 2010

With ES rolling this week and nothing in the help section about it, I was hoping someone could give an example of how to setup the new continuous contracts feature in MC 6.2.
The only thing I could find is custom futures, is that what we use ? Please post the settings page.

SUPER
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Postby SUPER » 19 Mar 2010

Bump Up :?:

ctrlbrk
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Postby ctrlbrk » 19 Mar 2010

I'm learning to do this, too. Using Zen Fire, I'm looking for how to construct continuous contracts for ES and CL.

(subscribed to thread) :)

Mike

brodnicki steven
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Postby brodnicki steven » 19 Mar 2010

It finally worked today. (I expected it to roll earlier). I used "Custom Futures" and my settings are attached for the ES (E-mini S&P).
Attachments
ES_Settings.jpg
ES_Settings.jpg (52.29 KiB) Viewed 327 times
Continuous Contracts.jpg
Continuous Contracts.jpg (90.82 KiB) Viewed 343 times

tradinghumble
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Postby tradinghumble » 19 Mar 2010

sptrader, no attachment, can you please provide instructions .. also interested.

Thanks.

tekram
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Postby tekram » 19 Mar 2010

Thank you. Very nice. Make sure exchange setting set to Globex for IB.

Would this be a tradeable instrument (as in @ESM10 would be tradeable in TS) ?

brodnicki steven
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Postby brodnicki steven » 19 Mar 2010

Thank you. Very nice. Make sure exchange setting set to Globex for IB.

Would this be a tradeable instrument (as in @ESM10 would be tradeable in TS) ?


** No , not tradable directly, but the prices are exactly the same as the current contract, so very useful for backtesting or using with indicators that need alot of data.

brodnicki steven
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Postby brodnicki steven » 19 Mar 2010

sptrader, no attachment, can you please provide instructions .. also interested.

Thanks.
oth

**The attachments work fine for me with firefox.

ctrlbrk
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Postby ctrlbrk » 19 Mar 2010

It seems your options menu is very, very different than mine (I am using Zen Fire, you are using IB). Is there an example of how to do continuous contracts with Zen Fire?

Thx,
Mike

SUPER
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Postby SUPER » 20 Mar 2010

brodnicki steven,

Thanks.

Following your steps, I can get current contract data but nearest expired data is missing although I have data on my PC.

Please can you advise if you have complete data.

Regards
Super

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Postby SP » 23 Mar 2010

Are only US Futures supported for creating Custom Futures?

I didnt find a way to get Eurex or Liffe Symbols shown in the "Symbol Root".

SUPER
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Postby SUPER » 23 Mar 2010

Are only US Futures supported for creating Custom Futures?

I didnt find a way to get Eurex or Liffe Symbols shown in the "Symbol Root".


Instructions to add Symbol Root are here:

http://forum.tssupport.com/viewtopic.php?t=6963


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