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  • Soybeans continous contracts?

    Hello,

    i need a chart without the Rollover Gaps. Can you tell me, if my chart is correkt?







    I think there are too small differents between the S #F, so i think anythin is wrong.

    Best regards
    Catano
    Last edited by Catano; 08-16-2008, 07:40 AM.

  • #2
    Hi there,

    Your charts look to be setup correctly, for downloading day only session data on this contract.
    Please setup and use QBS 1! to download day/night combined data for this contract. Or use QBS #F

    I am including a link to our knowledge base to help you understand the difference between our fixed #F data and our more flexible 1! data here

    Kind Regards,

    Comment


    • #3
      Hello ShaheedM,

      the QBS #F symbol is perfekt. Can you tell me the symbols from the other Commodities like cacao, coffee, sugar etc.

      many thanks
      Catano

      Comment


      • #4
        Hi There,

        Please check here
        In particular, the CBOT Agricultural Composite Contracts
        Corn Futures: QBC
        Oats Futures: QZO
        Rough Rice: QRR
        Soybean Futures: QBS
        Soybean Crush: BCX
        Soybean Meal: QSM
        Soybean Oil: QBO
        Wheat Futures: QBW

        ICE Futures US data is available here
        Cocoa: CC
        Coffee "C": KC
        Sugar #11: SB
        Sugar #14 (Domestic): SE
        Cotton #2: CT

        here is a link to our eSignal Symbol Directory.

        Comment


        • #5
          Hi ShaheedM,

          thank you very much for the symbols and the links.

          Can you give me an example, how i can setup the Feeder Cattle Chart (FC #F), so that there are now rollover gaps in the Chart below.




          Best regards
          Catano

          Comment


          • #6
            #F symbols have pre-coded rules for each roll-over. Users can't alter the configuration of #F symbols but you can create your own custom symbol and use whatever roll-over rules you want. You might have missed the link Shaheed posted initially.



            The above KB link attempts to explain the difference between #F symbols and user-configured symbols. It then steps through how to set them up.

            Thanks.

            Comment


            • #7
              Hello ScottJ,

              i read the articel, but i´m not sure to create a correctly chart.

              Just see my chart, there is an gap in juli. Is the gap there realy? Can you show my your FC 1! chart?



              Best regards
              Catano

              Comment


              • #8
                Hi There,

                I was unable to find any missing data on my chart.
                I am including my continuation settings together with my chart formation.


                Comment


                • #9
                  Hello ShaheedM
                  ,
                  your chart looks very fine.

                  In my chart is an error, but i do not know where it is.

                  I show you my Configure Roll Templates settings here:


                  Can you show me your settings?

                  Many thanks.

                  Best regards
                  Catano

                  Comment


                  • #10
                    Sure mate...

                    Comment


                    • #11
                      Hi,

                      very fine and many thanks.

                      Here is my result:


                      Where can i found the Configure Rollup Setups for the other Commodities?

                      Best regards
                      Catano

                      Comment


                      • #12
                        Hi mate,

                        Your welcome.
                        Our Continuous contract settings feature is fully cutomizable.
                        Please review contract specifications on an appropriate exchange website...or contact your broker to find out the roll date settings for a particular contract.

                        Kind Regards,

                        Comment


                        • #13
                          Hello,

                          i try a lot, but there is no respetables result. Here are the contract spezifications for FC:

                          Feeder Cattle Futures (Mastvieh, Mastrinder, Jungbullen)
                          Ticker-Symbol: FC (ticker), elektronischer Handel Globex®: GF , Clearing: 62

                          Kontraktumfang: 50000 pounds (lbs) Mastrinder ("Jungbullen"), gemäß CME "feeder cattle index"

                          Tick-Größe: 0,00025 US-$/pound (12,50 US-$/Kontrakt), alle Angaben in US-Cent/pound

                          Kontraktmonate: Januar, März, April, Mai, August, September, Oktober und November, wobei stets 8 Monate zur Verfügung stehen.

                          Letzter Handelstag: bis 12:00 Uhr (CT) am letzten Donnerstag des terminfälligen Kontraktmonats, im November-Kontrakt der Donnerstag vor Thanksgiving

                          Andienungsmodalität: Barausgleich ("cash settlement")

                          Qualität: bezogen auf Mastrinder mit 700 bis 849 pounds (lbs) Lebendgewicht, Medium Frame #1 und Medium und Large Frame Feeder Steers

                          Handelszeiten: Parkett ("open outcry"): Montag - Freitag, 9:05 - 13:00 Uhr Chicago Zeit (CT) und elektronischer Handel Globex®: 17:00 - 16:00 Uhr (CT).

                          Tägliches Preislimit: erweiterbare Limits, anfänglich 3 US-Cent/lb (1500 US-$/Kontrakt) gemäß Börsenregel 10202.D der CME bzw. GLOBEX.

                          Positions-Obergrenze: max. 1000 Kontrakte in einem Kontraktmonat, jedoch höchstens 300 Kontrakte während der letzten 10 Handelstage

                          Reportable Limit: 50 Kontrakte

                          Margin: Initial Margin: 1350 US-$ , Maintenance Margin: 1000 US-$, Hedging Margin: 1000 US-$

                          ---------------------------------

                          I don´t know, how you can built the "configure roll templates" with that info.

                          But the FC 1! works now very fine. But i don´t know, how to create the other commodities.

                          Here is the page i found:


                          Best regards
                          Catano

                          Comment


                          • #14
                            One of the challenges of continuous contracts is there is not a specific or standard set of rules. Some people want continuous price action to the end of a contract, while others want the data to track the volume so cut-overs occur when the next contract becomes more active than the current.

                            That's the benefit of the continuous contract tool we've incorporated into eSignal. You get to choose when the contracts roll.

                            I'd suggest you simply experiment with the settings for each one and you'll eventually find the combination you're looking for.

                            Thanks.

                            Comment

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