How do Continuous Futures work?

[Dart]

I've been messing with continuous futures settings, and I don't really understand something. How does #F decide what months it uses? I configured esignal on when to rollover, but my settings only seem to work if I do <ROOT> 1!. In my case ZI 1!. What is the use of ZI #F? What is the difference between ZI 1! and ZI #F?

I'm trying to make it so I don't have to redo my chart trend lines etc every month, when I switch contracts. I rolloever 6 business days before the end of the month, and I want my continuous charts to rollover on that day also.

Thanks.

[ACM]

Dart
For information on the #F continuous contracts including the rollover methodology implemented by eSignal see this article in the eSignal KnowledgeBase.
For an explanation of the 1! user configured contracts including instructions on how to set them up see this article in the eSignal KnowledgeBase
Alex

[RyanS]

Hello Dart,

Using symbol <space> #F will give you the rollover from the server. Generally we do the rollover close to when the exchange rolls to the new month, there are a few exceptions, however this is the general rule.

With symbol <space> 1! you get to choose the rollover date. We implemented this feature so users can have full control over the roll.

Let me know if you have any other questions.

[Dart]

Thanks.

Okay, another question. I use QuoteTracker, with eSignal as the data feed. When I do a symbol such as ZI #F, it works fine in QT. However, if I put ZI 1! it does not get anything. Is this because user configurable continuous futures are not supported for the external feed? Are they only supported internally with esignals software? Or is it possible to use these configurable futures with other charting software using esignal as the data? Thanks.

[ACM]

Dart
The 1! user configured continuous contracts can only be created with the eSignal application
Alex