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Are there Continuous Contract Symbols for European Markets ?

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  • Are there Continuous Contract Symbols for European Markets ?

    Are there Continuous Contract Symbols for following European Markets ? Just like ES #F ?

    (1) DAX
    (2) FTSE
    (3) CAC
    (4) BUND


    Thanks

  • #2
    FESX: %ET 1!-DT
    FDAX: %AX 1!-DT

    Dis donc ! Tu trades le CAC alors ? Mais c'est FOR-MI-DA-BLE ! CAC 40: %FCE 1!-EEI

    FTSE: %Z 1!-EEI

    FGBL: %GB 1!-DT

    Details:

    Comment


    • #3
      Originally posted by Raphaele
      FESX: %ET 1!-DT
      FDAX: %AX 1!-DT

      Dis donc ! Tu trades le CAC alors ? Mais c'est FOR-MI-DA-BLE ! CAC 40: %FCE 1!-EEI

      FTSE: %Z 1!-EEI

      FGBL: %GB 1!-DT

      Details:
      http://kb.esignal.com/article.aspx?article=4794&p=1
      Raphaele

      Thank You There is no % before symbol

      e.g. for DAX it is : AX 1!-DT

      Do you or can someone tell me if I download tick data using continuous symbol, would it be the same data if I downloaded using non continous symbol ?

      What I mean is would the tick data of AX 1!-DT be same as AX M1-DT ?

      Thank You.

      Comment


      • #4
        mini
        FWIW the article and syntax examples Raphaele mentioned apply to version 11.
        If you are using a prior version then you may want to read this article in the eSignal KnowledgeBase on how to create user configured continuous contracts
        To answer your question the current data for AX 1!-DT is the same as that of AX M1-DT
        Alex


        Originally posted by mini
        Raphaele

        Thank You There is no % before symbol

        e.g. for DAX it is : AX 1!-DT

        Do you or can someone tell me if I download tick data using continuous symbol, would it be the same data if I downloaded using non continous symbol ?

        What I mean is would the tick data of AX 1!-DT be same as AX M1-DT ?

        Thank You.

        Comment


        • #5
          Thank You Alexis.

          Can you tell me what roll over date is used in continuous contract of following 4 symbols ? I understand it can be configuered by the user but I want to know what eSignal is using.

          (1) DAX
          (2) FTSE
          (3) CAC
          (4) BUND

          Thanks again Alexis.

          Comment


          • #6
            mini
            You are welcome
            With regards to your question just open the Continuous Contracts Settings tool, select the contract from the drop down list and look at the name of the Roll template which will pretty much describe the roll pattern [eg ESIGNAL2BusPrior3rdWed which means 2 business days prior to the third Wednesday of the expiration month]
            Alex


            Originally posted by mini
            Thank You Alexis.

            Can you tell me what roll over date is used in continuous contract of following 4 symbols ? I understand it can be configuered by the user but I want to know what eSignal is using.

            (1) DAX
            (2) FTSE
            (3) CAC
            (4) BUND

            Thanks again Alexis.

            Comment

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