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searching for active futures contracts month

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  • searching for active futures contracts month

    Is there a way to search for active contract futures in eSignal without having to download the data and do my own custom scan?

    i.e. for each futures instrument, find me the most actively traded contract today or in the last few days, with a minimum volume of x.

    Thanks

  • #2
    Try the autolist functionality in 10.6. Right-click on a futures contract and choose Autolist. It'll open a new window and using a wildcard in the background, grab all the contracts for that underlying root symbol. You can then sort by volume. There's not additional filtering possible, like min volume, as that's pretty much a scanning function and not available right now.

    Thanks.

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    • #3
      Cool thanks! I really use this feature. I didn't even notice it there.

      Comment


      • #4
        Btw, I just noticed that the symbol linking only works one way - switching symbols within the autolist quote link to other windows.

        Is this is really by design?

        It'd be nice to have it both ways. As I constantly move between continuous futures contracts, and would like to also see right away the most active contracts in those.

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        • #5
          Hi,

          I'm not sure I understand the question. If you run an autolist, you can link to say a chart and as you click on each contract in the autolist, the chart is linked and changes as well. What do you mean by both ways?

          Thanks.

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          • #6
            What I mean by the other way is that say I have another regular quote window open that's symbol linked to the autolist window... I can move from say CL to GC and the autolist window would update as well to display GC contract months.

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