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#F vs #F=2

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  • #F vs #F=2

    just want to flesh out the discussion of historical data from the viewpoint of more exacting customer needs. yes, the historical data needs for index futures contracts like ES NQ AB (now TF) YM
    (and others like CL QM 6E 6Y etc) are paramount for our anaysis, but in truth these are All-Session continuous data histories and are of little if any use (actually misleading in some cases). For useful decision support we need true Open/High/Low/Close data from Day-Only sessions, which you've begun to acknowledge with the #F=2 data history series. Please create an #F=2 for the new ICE/mini-Russell contract, and glue all the old AB #F=2 onto it. Having two separate histories for the same underlying contract will not serve our needs. And as they for the same underlying contract, it will matter nil to our analysis needs that these histories actually were derived from different exchanges. Who cares. We just want the tool that true Day-only O/H/L/C data can provide. and thxs for the efforts eSignal has put into this so far.

    P.S. believe there's a link somewhere that that explains in some detail the symbology of the #F and #F=x differences. Might be good to post that for all viewers of this forum again. thxs.
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