Continuous contract data

[Adina]

Hi, I wanted to compare the continuous contract data - in this particular example the 6A 1! v 6A #F. I understand that the prices may actually differ as roll dates and the choice of back adjusting or not is possible.
BUT...my question stems from the fact that looking at a random date for example 08/01/03 gives me different bar counts.
eg; 6a 1! is bar count 1917. Whereas 6a #F is bar count 2129. The difference kicks in early as well.
Am i missing something or has the download of data missed some days?
thanks.

[ACM]

Re: Continuous contract data

Adina
By "bar count" are you referring to the total number of bars loaded in the chart or to the number of bars within a specific period?
What Time Template are you using? Is it set to Dynamic? In this case did you scroll back one of the charts?
You may need to provide more details about your setup preferably including some images that illustrate the issue you are reporting
Alex

Originally posted by Adina
Hi, I wanted to compare the continuous contract data - in this particular example the 6A 1! v 6A #F. I understand that the prices may actually differ as roll dates and the choice of back adjusting or not is possible.
BUT...my question stems from the fact that looking at a random date for example 08/01/03 gives me different bar counts.
eg; 6a 1! is bar count 1917. Whereas 6a #F is bar count 2129. The difference kicks in early as well.
Am i missing something or has the download of data missed some days?
thanks.

[Adina]

Hi Alex.
by bar count i meant the bar count in the cursor window, looking at both the BarCount and the BarIdx there.
From using the same starting date of yesterday (the 3rd August 2009) I scrolled back along the two charts the 6A 1!, the 6A #F to load data, using daily data, in an advanced chart.
What happened was that for specific dates further back in the chart...eg;on the 30 june 2005 the bar index was different.

Interestingly enough i loaded the two charts again today separately again and the data matches up much much better, but there is still one or two discrepencies. eg; barindx -742 matches the 9/05/06 on one chart and the 9/06/06 on the other chart.
(Hopefully the screen shot has gone through this time.)
I pinpointed where it missed a date in this case the 02/18/08 is missing on the 6A 1! chart, it just jumps from the 19th to the 15th, whereas the 6A #F does not.

[Adina]

Also on that note....
Is there a way to download only a set amount of data. eg; say i wish to test from 1/1/04 - today.
To date i have just loaded a chart, scrolled backwards using the mouse until the amount of data i wanted has been displayed. Is there a more specific way to do this, by entering dates?
thanks

[ACM]

Adina
Based on your description it seems to me that you did not set up the 6A 1! contract to the same specifications used by eSignal for the 6A #F contract
For information on the #F contracts see this article in the eSignal KnowledgeBase and for information on how to set up the 1! contracts see this article also in the eSignal KnowledgeBase
Also you may want to bookmark the link to the eSignal KnowledgeBase where you can find the descriptions on all the eSignal features and instructions on how to use them
Alex

Originally posted by Adina
Hi Alex.
by bar count i meant the bar count in the cursor window, looking at both the BarCount and the BarIdx there.
From using the same starting date of yesterday (the 3rd August 2009) I scrolled back along the two charts the 6A 1!, the 6A #F to load data, using daily data, in an advanced chart.
What happened was that for specific dates further back in the chart...eg;on the 30 june 2005 the bar index was different.

Interestingly enough i loaded the two charts again today separately again and the data matches up much much better, but there is still one or two discrepencies. eg; barindx -742 matches the 9/05/06 on one chart and the 9/06/06 on the other chart.
(Hopefully the screen shot has gone through this time.)
I pinpointed where it missed a date in this case the 02/18/08 is missing on the 6A 1! chart, it just jumps from the 19th to the 15th, whereas the 6A #F does not.

[ACM]

Adina
See this article on Time Templates in the eSignal KnowledgeBase
FYI I found it by searching the KB for Time Templates
Alex

Originally posted by Adina
Also on that note....
Is there a way to download only a set amount of data. eg; say i wish to test from 1/1/04 - today.
To date i have just loaded a chart, scrolled backwards using the mouse until the amount of data i wanted has been displayed. Is there a more specific way to do this, by entering dates?
thanks

[Adina]

Hi, thanks for the quick replies....sorry if i am missing a few details, but, i have read all the information you posted, i have also extensively dealt with rolling futures contracts in the past as well so I understand the mechanism.
In this case I have set up the continuous contracts setting to use the Esignal default for use in the 6A 1!.

I just dont understand that it would actually miss dates out all together?
In this case it was the year 08...not 09 that was missing

[Adina]

the 6A#F for comparison.

[Adina]

Hi Additionally, I downloaded all the data into my system to test it externally (just for peace of mind) and found that in quite a few instances there were values that did not make sense.
Such as the open prices being higher than the high prices. How is this possible.
example; in the screen shot

Basically...either i am doing something very wrong here, or there possibly is a bug in the system.
thanks.