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CAC 40 front month?

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  • CAC 40 front month?

    As far as I can tell the symbol for the front month CAC 40 futures should be "MT H3-MA" but this shows a very sparse chart. If I bring up a chart for the previous contract, "MT Z2002-MA" it looks OK. Am I using the right symbols here?

    Dave
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  • #2
    CAC-40 future is traded per month, not per quarter. Hence the current active future is MT F3-MA. Only people trading the March future (MT H3-MA) are probably spread traders who trade CAC versus DAX or something like that. That's why the volume is so low.


    One other thing is: I seem to have lost daily volume data on this one since 12-31-2002. Intraday volume is still present. Same for the other futures, including the MT H3-MA.

    eSignal, can you take a look please?
    Last edited by EdKoF; 01-02-2003, 10:31 AM.

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    • #3
      Re: Reply to post 'CAC 40 front month?'

      Dave
      I think the CAC also trades on monthly contracts besides the quarterlies.
      You may want to check the following link for more information
      http://www.matif.fr/ctr_/ctr_cac.htm
      Alex

      >

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      • #4
        Thanks for the info Ed, Alex, that is correct. I was misled by the outdated symbol settings in TradeStation, I think I have them set up correctly now.

        And a Happy New Year to all!

        Dave

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