Reply to "Continuous futures contracts" at YahooGroups

[ACM]

macavity

How do I get these again on eSignal?
Also how are the futures rolled ?
I want to look at some commodity prices
TIA

Use #F in place of month/year code. As an example continuous Crude symbol would be CL #F, Globex Yen would be 6J #F.
Continuous contracts are not yet available on international futures.

The rollover depends on the security. In some cases it is on the official rollover day (ES, NQ, DJ and other equity index futures), in other cases it is on the Last Trading Day (I believe Crude and currencies are in this group).

Alex

[ACM]

Open Interest

How do I plot Open Interest?
Is that also possible?

Yes, right click on the chart and from the context menu select Basic Studies->Open Interest (see attached for ES #F)
Alex

[ScottJ]

We also have some additional information about our Futures data and continuous contracts here in our FAQ section

Thanks

[JT47319]

Is there an Open Interest study with modifiable 145-day EMA?

Also, is there a way to color code the implied open interest / volume / price activity on a dynamic daily basis? Like say a red dot or something for an implied trend of down (trend is up, but OI is going down which probably means short covering and likely future trend is down, etc.) and green for up.

[Momentum]

[QUOTE]Originally posted by ScottJ
[B]We also have some additional information about our Futures data and continuous contracts here in our FAQ section

FAQ:
How do I chart expired Futures contracts?

In order to chart expired futures contracts you will need to enter the symbol, a space, the month and then a 4 digit year.

For example:
US Z2000 is the US 30yr Bonds for December 2000
AX Z2001-DT is the December 2001 DAX on the Eurex exchange

I tried AX H2003-DT for 1 minute data and received a No Data message?

Does this work?

[ACM]

Momentum
Yes it does work as you can see in the following image.



You need to make sure that the Time Template is actually going back far enough to request the data. If your Time Template for the 1 minute interval is set to load only 10 days, for example, then you will get the No Data message in return because there is no data in that period.
Alex
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