Continuous Intraday Futures Data

[dima888]

Hello!)
I am new client and was wondering if there is a list of the futures symbols which have continuous data. I need data with clean consecutive bars to test a few strategies in excel. I compared the WHEAT symbols and it turns out different symbols have different data presentation (W #F and QBW #F) . I have attached the snapshots of two charts - one daily and the other hourly wheat charts. My question is where I can find a list of the futures symbols which have clear continuous price data with no gaps?
Thanks!
Dima

[dima888]

here is the hourly chart.

[ACM]

Re: Continuous Intraday Futures Data

Dima
If you are referring to the gaps between bars in either of your charts for the symbol W then those are just due to how the open outcry contract of Wheat trades ie rather sparsely. You may find the electronic contract of the same ie ZW #F to be more active and/or have more continuity
As to QBW #F that is one of the special symbols created by eSignal for some US futures. If I remember correctly these are defined by the letter Q in front of the root symbol (or QB if the root symbol is a single letter like for Corn, Wheat, etc) and are the composite of the open outcry and electronic sessions. See this article in the eSignal KnowledgeBase for a brief explanation of these special symbols.
Alex

Originally posted by dima888
Hello!)
I am new client and was wondering if there is a list of the futures symbols which have continuous data. I need data with clean consecutive bars to test a few strategies in excel. I compared the WHEAT symbols and it turns out different symbols have different data presentation (W #F and QBW #F) . I have attached the snapshots of two charts - one daily and the other hourly wheat charts. My question is where I can find a list of the futures symbols which have clear continuous price data with no gaps?
Thanks!
Dima

[dima888]

Hello Alex!)
Thanks for your helpful replies. Yes I am looking for the list of the highly-actively-traded futures. I want the data to be as continuous as possible - like you see on the charts of the forex currency pairs. Is there as list like that?
Thanks!
Dima

[ACM]

Dima
I am not aware of the existance of any such list
Alex

Originally posted by dima888
Hello Alex!)
Thanks for your helpful replies. Yes I am looking for the list of the highly-actively-traded futures. I want the data to be as continuous as possible - like you see on the charts of the forex currency pairs. Is there as list like that?
Thanks!
Dima