using expired contracts

[michaelm]

Again, Thanks Alex. I'll wait til then.

[ACM]

Re: Reply to post 'using expired contracts'

Michael
As of now eSignal only provides 60 days of intraday data. That is about to
change in a near future when they will be providing in excess of one year of
intraday data and bulding that up to a maximum of two years.
So, for now the furthest date you can go back in time is 60 days from today
which is November 13th. This explains why you see less than 60 days on ES
Z2002 and have no intraday data for ES U2002 or ES H2002. As I said though
this is going to change.
I believe there are some FAQs on this but I do not have the address handy.
Alex

[michaelm]

Thanks, Alex. ES Z2002 10min seems less than 60days data. No data for ES U2002, H2002, etc. Any suggestions? I would like to backtest at least a year.

[ACM]

Michael
You could be using a Time Template that is limiting the amount of data you can retrieve on a certain interval.
Attached is 10 min chart for ES Z2002
Try the following.
Create a Time Template naming it as you wish. Create a User Defined interval for 10 minutes and request 60 Days (the current maximum available for intraday data).
Set the Start/End Hours (if you want a specific session).
If that works then set the Intraday Default for that Time Template to request 60 Days also.
Hope this helps
Alex

[michaelm]

I would like to know why I am able to get both Daily and 60min intervals on expired ES contracts, but nothing less than 60min? I would like to backtest expired ES contracts using 10min interval.
(eg, ES Z2002).
Thanks.