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  • #1

    continuous contract set up

    Hi all,
    I have a question on setting up continuous contract on ver 10.6; hope someone can provide me help.
    So far, I think I get the HSI futures to work. HSI N1-HKF.
    However, i can't quite get the futures on singapore exchange to work because the month and year is in reverse order. such as
    ND1Z-SGX.
    Is it do-able?
    thanks
    Jack
    Tags: None
  • #2
    Jack,

    To create a continuous contract for European or Asia/Pacific Futures, or to customize a US Future Continuous Contract use the instructions on creating User-Defined Continuous Contracts. These instruction are outlined in KB Article 2258.

    AveryH
    eSignal Support

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    • #3
      Originally posted by eSignal_AveryH
      Jack,

      To create a continuous contract for European or Asia/Pacific Futures, or to customize a US Future Continuous Contract use the instructions on creating User-Defined Continuous Contracts. These instruction are outlined in KB Article 2258.

      AveryH
      eSignal Support
      Thanks Avery.
      The contracts i gave in the example are both overseas contract. However, esignal seems to be using 1H rather than the standard H1; therefore making continuous rolling not working as it would on standard code format.

      Comment

      • #4
        Typer77,

        Using the instruction in the KB and symbol lookup to find the expiration months I was able to create continuous contracts for the two mentioned futures.

        The HSI come out well, you can see the difference between the standard symbol and the continuous symboo(Screenshots attached). I also include a shot of the continuous contract window with the settings I used.




        Now the ND (Nikkei) chart. I did create a continuous contract for this one as well. However there was not comparable difference between the continuous contract and the standard. I did some checks and compared the data for some of other year contracts and found that there is no data for this symbol prior to Feb. 22, 2011. If you’d like to see the setting for the continuous on this one please let me know and I’ll upload or email them to you.
        Hope this helps

        AveryH
        eSignal Support

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