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Long year format in symbol no longer supported?

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  • Long year format in symbol no longer supported?

    In my software the future symbols have been formatted SYMB MONTH+YEAR, eg. ES H2009.
    I just noticed that all symbols with year 2010 do not work any more for minute data (eg. ES H2010)!!!
    For daily data nothing has changed.


    Maybe there is some setting where I could change this unlogic behaviour?


    Best regards,
    iuvaris

  • #2
    In my software the future symbols have been formatted SYMB MONTH+YEAR, eg. ES H2009
    In what software are you using this symbol format?

    For eSignal this particular symbol format would be used only for historical daily data request and not intraday. For intraday data the symbol format should be Symbol month code year code (ES H 0

    Comment


    • #3
      The software has been developed for us with the eSignal-API. We use it to download historical data in minute and daily intervals (RequestHistory). This software has worked for both cases for three years. Now with 2010 the problems as described occure.

      So it is clear that rules for symbol formats have changed. I thought, maybe it is possible to switch back to old formats, otherwise we would be forced to get the software adapted.


      Originally posted by eSignal_AveryH
      In what software are you using this symbol format?

      For eSignal this particular symbol format would be used only for historical daily data request and not intraday. For intraday data the symbol format should be Symbol month code year code (ES H 0

      Comment


      • #4
        It does appear that there is an problem with expired contracts using the long symbol format (CL F2010) which we're confirming with our QA department.

        Once we have more information we'll post back.

        Thank you in advanced for you patience.

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        • #5
          Status update:

          Daily historical Data:
          ES H0 -> OK
          ES Z9 -> No Data
          ES H10 -> OK
          ES Z09 -> NoData
          ES H2010 -> OK
          ES Z2009 -> OK

          Minute Historical Data
          ES H0 -> OK
          ES Z9 -> No Data
          ES H10 -> No Data
          ES Z09 -> No Data
          ES H2010 -> No Data
          ES Z2009 -> OK

          Still incosistent, I think. Of course, one-character-years need interpretation and I understand that eSignal then goes for contracts in the future.

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