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  • Continuous Contract for QM

    I'm trying to create a continuous contract for the oil emini QM. I've searched and couldn't find any other reference to this particular contract. It has a bit of a weird expiration calendar but, I think, I figured out how to define it.

    Here is the description of the contract roll from nymex:

    "Trading terminates at the close of business on the third business day prior to the 25th calendar day of the month preceding the delivery month."

    And here's how I defined my roll template:




    When I try to bring up QM 1! I only get data for today and the chart appears active, but the status box says "Receiving..." forever (okay, for the past 30 minutes). I tried changing time templates but nothing seems to work.

    What have I done wrong?

  • #2
    ebr
    That is the same configuration I use. Try refreshing the chart by clicking the green OK in the Cursor Window while pressing the Ctrl key. If that does not work you may want to try restarting both eSignal and the Data Manager
    Alex

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    • #3
      Enable back adjustment and see what happens. I can get mine to work without back adjustment. But, if you enable it you get the behavior I described below. The back adjustment (IMO) is the whole point of this new functionality.

      Also, I notice you guys always have dynamic or 24hr templates on your charts. I always use real trading hour time templates (which for QM is 10:00 - 14:30). Time templates appear to be screwed up with these new CCs as well - but I think I saw that reported already as a bug.

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      • #4
        ebr
        Here is what I see with back adjustment enabled.
        On a daily (or higher interval) chart the Start/End times have no function so you can use any time setting.
        Alex

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        • #5
          Are you on 7.9 or 7.9.1 beta? Here is my back adjusted chart:



          and when I remove back adjustment:



          Can you try a 60m with a time template for me? Thanks for your help.

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          • #6
            ebr
            I am running 7.9.1 (build 732) which is the current official release.
            Enclosed below is the 60 min chart using the same CC settings as shown in my prior reply
            Alex

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            • #7
              I didn't know it had been released. I'll try updating. Thanks.

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              • #8
                7.9.1 took care of my problem and the "one hour" bug with the time templates. Thanks, Alex.

                However, I cannot seem to get any data before May 20th. Is this new functionality capped at the release of 7.9 or only 3 months or what?

                My Time template is set for 120 days and works with #F.

                P.S. I like the changes to the strategy analyzer .

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                • #9
                  ebr
                  I just increased the number of bars from 300 to 600 and am getting data back to January 28 which is roughly 6 months
                  Alex

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                  • #10
                    If I change to bars instead of days, mine goes back the proper amount too. Can you please change your time template to days and see if you can replicate this problem? Thanks.

                    Also, my status box still sticks on "Receiving" and the chart doesn't paint properly unless I move it around. Moving it around makes the candles paint. Then I have to reload all my formulas and MAs to make them paint too. Even after all this, status still says "Receiving...".
                    Last edited by ebr; 07-22-2005, 07:58 AM.

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                    • #11
                      ebr
                      Here is what I am getting with the Time Template set to Days instead of Bars. In both cases I too have the Server Status box in the Cursor Window stuck on Receiving...
                      The bars appear to paint properly though in either case (ie without having to scroll the chart) but I did have to refresh the chart multiple times to get all the historical data
                      Alex

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                      • #12
                        Well, at least something is behaving the same on both our setups .

                        Mine appears to be completely ignoring the "days" parameter of my time template. I changed the number of days to 30 and 5 and still get data to 5/20 no matter how many days I put in there.

                        I tried to post a picture in here (because I'm not sure I would beleve me if I were you) but, for some reason, I cannot get into my picture store on the fileshare this morning (probably my firewall messing with me).
                        Last edited by ebr; 07-22-2005, 08:36 AM.

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                        • #13
                          Here is a pic as an attachment - note the "5 days" in the description area...
                          Attached Files

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                          • #14
                            ebr
                            While someone from eSignal looks into this issue you may want to use 560 Bars which will return 120 days of historical data and an OK in the Server Status box
                            Alex

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                            • #15
                              Okay. Thanks for your help.

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