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  • Expired Contract data

    I'm trying to get a chart of eurex stox for september 2003. As I read the FAQ, it should be ET U2003-DT but I get a NO DATA answer. The contract was still live on 18 Sep and if there is 2 months of intraday data I should be ablt to get about 6 weeks of 1 minute data.

    Is my syntax incorrect?

  • #2
    It should be ET U3-DT, as far as I know, but unfortunately eSignal is not able to display expired contracts (at least not here).

    eSignal has been talking for 1 year about continous contracts (like ES #F) for the USA, but so far this has not been implemented.


    Edo.

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    • #3
      Momentum
      The syntax is correct. What is happening though is that the Time Template is not loading the necessary data. Try to set it to request 20 days or more of data for Intraday Default and you will get the chart filled (see image below)
      Alex

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      • #4
        Edo
        Expired contracts change symbols to the following syntax
        [root symbol][space][month code][4 digit year][-exchange code (if necessary)]
        Alex

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        • #5
          I stand corrected. ET U3-DT doesn't give data, ET U2003-DT does.

          Thanks Alex!


          Edo.



          P.S. Still hoping for continuous contracts though....

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          • #6
            Ah... the dreaded time template.

            Many tx

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            • #7
              Momentum
              If I can make a suggestion that would be to create a new Time Template called for example "Expired contracts" in which you set the number of days higher than you would in your normal Time Templates. That way a couple of clicks resolve the matter instead of having to change all the values
              Alex

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