the symbol of continuous futures contract of corn on Dalian Commodity Exchange

[clearpicks]

Hello,

Can someone tell me what the symbol of continuous futures contract of corn on Dalian Commodity Exchange is? I am able to view the charts of each contract such as C X0-DCE, but no data for C #F-DCE.

- Clearpicks

[ACM]

Re: the symbol of continuous futures contract of corn on Dalian Commodity Exchange

clearpicks
The #F continuous contracts are available only for US futures. For international futures you need to define the continuous contracts using the Continuous Contracts Settings tool and use the corresponding symbology
Alex

Originally posted by clearpicks
Hello,

Can someone tell me what the symbol of continuous futures contract of corn on Dalian Commodity Exchange is? I am able to view the charts of each contract such as C X0-DCE, but no data for C #F-DCE.

- Clearpicks

[shortandlong]

Clearpicks,

FYI, I've had considerable problems with Continuous Contracts (1!), to the point where I had to abandon their usage.

Problems were:

1) They will randomly stop updating! Happens for both charts and quotes. Note when directly requesting the underlying symbols side-by-side, the underlying symbols are always ok.

2) Algorithm appears to be wrong. Front contract erroneously changes on the first of the month. Algorithm that determines "Current Month", "Next Month", and "Previous Month" appears to be the culprit. The criteria, "Current Month", should be met when the month of today's date is the same month as the contract, but this doesn't appear to be what was implemented. Likewise for "Next Month" and "Previous Month". Basically, a roll date in the middle of the month will instead roll on the first day of the month. (I haven't narrowed down the exact scenarios where this occurs, yet. It may be when the Offset in days takes the rollover day into another month. For example, rollover day is -3 business days from the 1st of the Current month.)

3) Doesn't work with tick data.

For years, I manually created my own back-adjusted continuous contracts on my old trading software, and I had none of the above problems.

Shame, really...

[Spmentor]

Re: Re: the symbol of continuous futures contract of corn on Dalian Commodity Exchange

What is the difference between symbols
CL #F & CL #F=1
Reason I ask is I see different lows for May 20th 2010 and May 25th 2010
CL #F low is on May 25th being 6715
CL #F=1 is on May 20th being 6424
Both of my template are using time template 24 hour
TY
SP

[eSignal_AveryH]

What is the difference between symbols CL #F & CL #F=1

There is no significant difference between the symbols these days. The =1 symbol was created to identify the electronic trading. At the time the night session would not have much volume and when combined with the day session would skew the indicators.

The two examples you've given for the lows I don't see a discrepancy however on the 5/25 CL #F show a high of 69.90 where the CL #F=1 is at 70.04. We've looked at the intraday chart and will report the incorrect High of 69.90 to be correct to 70.04 to our QA department.