HSI Historical Data Access prev months

[SamJones]

I just signed up for eSignal to specifically access some HSI (Hang Seng Index Futures - Hong Kong Futures) historical data. So far the oldest data I have been able to acces is the Feb 2007 contract (HSI G7-HKF). This data has only been the front contract for a few days. Therefore I've only been able to access a few days of usable historical data. How can I access the Jan 07 or Dec 06 data. Is there a continuous contract version available?

thanks,
sam

[ACM]

sam
For information on how to configure continuous contracts see this article in the eSignal KnowledgeBase
Alex

[SamJones]

I tried setting up a continuous contract using eSignal Default Roll template then I tried creating a new Roll template which rolls on the first day of the month.

I tried accessing it using the symbol HSI 1!HKF and I get no data.

How can I at least access the Jan 2007 data for HSI?

[ACM]

sma

I tried accessing it using the symbol HSI 1!HKF and I get no data.

The symbol should be HSI 1!-HKF

How can I at least access the Jan 2007 data for HSI?

See this article in the eSignal KnowledgeBase. FWIW I found it by searching the KB for "expired"
Alex

[SamJones]

Thanks Alexis. I'm making some headway now .

If I'm not pushing your generosity too far, I just need help with two more things. I understand your hint and searched the KB but could use some help if your willing:

1) How can I setup the chart to display in exchange time instead of local time. I'm assuming I need to set up a Time Template but I'm having a hard time understanding how to set it up. The Hong Kong Market is 14 hours ahead of my time zone.

2) How to set up Continuous Contract. I need to set the rollover to be the day before the previous contract expires (Hong Kong Time). The HSI has monthly contracts that expire at the end of each month.

For example, the Feb 2007 contract becomes the front month at the market open (9:45am Hong Kong Time) on January 30, 2007.

I'm guessing that the correct configuration for the Roll template should be:
Type of roll date base: Day of the month, Current Month
Roll Date Base: 1st
Offset: -2 Business Days.

If this is correct, I'm not sure what would happen if the 1st was a weekend.

What do you think?

[ACM]

sam
You are most welcome.
1) Currently this is not possible. However eSignal has indicated that the next version of the program (no official release date has been announced yet) will offer the option to display the chart times in either local, exchange or GMT times.
In the mean time you could use the Time Marker.efs script that is available here which will display an offset time in the Cursor Window (in the following screenshot notice that the Time label in the Cursor Window is displaying 14:00 while the chart time shows 00:00)



2) Based on your specifications I think you need to replace Current Month with Next Month in your configuration ie.
Type of roll date base: Day of the month, Next Month
Roll Date Base: 1st
Offset: -2 Business Days.
If you use Current Month then 2 days prior to the 1st of the Month will offset back into the prior month.
Alex

[SamJones]

Thanks again for all your help.

Without being able to display the chart in exchange time, for me at least, the Continuous contracts feature is unusable. The reason is, the new day is being marked on my chart at the midday point in the actual data. I think this would cause, at best, half a day to be missing (or at least ambigious) at the rollovers.